+70.3%
SE vs ES
+46.3%
+24.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | +2.0% | +1.9% | +0.1% | +1.9% |
| 30D | -20.0% | +7.1% | -27.0% | -20.1% |
| 3M | -31.8% | -1.9% | -29.8% | -31.7% |
| 6M | -15.9% | +4.4% | -20.2% | -16.1% |
| YTD | -40.6% | +7.3% | -48.0% | -40.8% |
| 1Y | -50.7% | +2.1% | -52.8% | -50.8% |
| 3Y | +70.3% | +41.8% | +28.4% | +95.8% |
| All | +70.3% | +46.3% | +24.0% | +95.8% |
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