+70.3%
SE vs EL
+3.8%
+66.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | -20.0% | +16.5% | -36.5% | -22.5% |
| 3M | -31.8% | +29.2% | -61.0% | -35.4% |
| 6M | -15.9% | +27.9% | -43.8% | -20.5% |
| YTD | -40.6% | +6.2% | -46.8% | -42.9% |
| 1Y | -50.7% | +27.2% | -77.8% | -54.3% |
| 3Y | +70.3% | +3.2% | +67.1% | +83.8% |
| All | +70.3% | +3.8% | +66.5% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling