+597.0%
SE vs EL
+4.0%
+593.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.1% |
| 7D | +0.6% | +1.7% | -1.1% | -0.2% |
| 30D | -0.1% | +15.5% | -15.6% | -7.2% |
| 3M | +34.1% | +20.6% | +13.6% | +21.8% |
| 6M | +23.2% | +10.5% | +12.7% | +15.0% |
| YTD | -11.2% | -1.9% | -9.3% | -14.5% |
| 1Y | -40.5% | +16.1% | -56.6% | -48.2% |
| 3Y | +196.3% | -30.2% | +226.5% | +204.1% |
| 5Y | -67.0% | -67.4% | +0.3% | -42.7% |
| All | +597.0% | +4.0% | +593.0% | +571.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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