+63.7%
SE vs ES
+53.3%
+10.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -0.5% | +2.7% | -3.2% | -0.5% |
| 30D | -20.9% | +7.6% | -28.5% | -21.1% |
| 3M | -38.9% | +0.5% | -39.4% | -38.9% |
| 6M | -19.4% | +7.6% | -27.0% | -19.6% |
| YTD | -40.9% | +10.2% | -51.1% | -41.1% |
| 1Y | -46.2% | +1.8% | -48.0% | -46.4% |
| 3Y | +63.7% | +55.4% | +8.3% | +126.3% |
| All | +63.7% | +53.3% | +10.4% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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