-67.5%
SE vs COMP
-53.0%
-14.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | +0.7% |
| 7D | 0.0% | +7.2% | -7.1% | -2.3% |
| 30D | -19.4% | +6.4% | -25.8% | -21.5% |
| 3M | -33.1% | -19.4% | -13.7% | -29.5% |
| 6M | -11.4% | +14.6% | -26.0% | -16.9% |
| YTD | -39.8% | -5.5% | -34.3% | -41.7% |
| 1Y | -50.5% | +13.7% | -64.1% | -54.8% |
| 3Y | +68.9% | +409.7% | -340.8% | -21.4% |
| 5Y | -77.1% | -17.0% | -60.1% | -81.2% |
| All | -67.5% | -53.0% | -14.5% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling