-78.0%
SE vs ES
+1.4%
-79.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | +2.0% | +1.9% | +0.1% | +1.6% |
| 30D | -20.0% | +7.1% | -27.0% | -21.1% |
| 3M | -31.8% | -1.9% | -29.8% | -31.6% |
| 6M | -15.9% | +4.4% | -20.2% | -16.8% |
| YTD | -40.6% | +7.3% | -48.0% | -41.8% |
| 1Y | -50.7% | +2.1% | -52.8% | -51.2% |
| 3Y | +70.3% | +41.8% | +28.4% | +52.7% |
| All | -78.0% | +1.4% | -79.4% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling