+365.7%
SE vs EW
+172.6%
+193.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | +2.0% | +11.0% | -9.0% | -4.3% |
| 30D | -20.0% | +19.1% | -39.1% | -28.2% |
| 3M | -31.8% | +14.4% | -46.1% | -37.2% |
| 6M | -15.9% | +22.8% | -38.6% | -26.0% |
| YTD | -40.6% | +19.8% | -60.4% | -47.2% |
| 1Y | -50.7% | +23.9% | -74.6% | -57.1% |
| 3Y | +70.3% | +52.2% | +18.1% | +16.4% |
| 5Y | -78.8% | -13.9% | -64.9% | -78.3% |
| All | +365.7% | +172.6% | +193.2% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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