+365.1%
SE vs ES
+60.1%
+305.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -6.3% |
| 7D | -1.2% | +5.9% | -7.1% | -2.8% |
| 30D | -21.7% | +10.2% | -31.9% | -23.9% |
| 3M | -34.2% | +0.4% | -34.6% | -34.4% |
| 6M | -10.5% | +6.9% | -17.3% | -12.5% |
| YTD | -40.7% | +10.5% | -51.2% | -42.8% |
| 1Y | -52.1% | +3.2% | -55.3% | -53.0% |
| 3Y | +68.9% | +49.0% | +19.8% | +42.9% |
| 5Y | -78.9% | +4.5% | -83.3% | -79.6% |
| All | +365.1% | +60.1% | +305.0% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling