+589.4%
SE vs EW
+139.9%
+449.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.1% | -0.3% | -5.7% | -5.9% |
| 30D | -2.5% | +1.0% | -3.5% | -3.0% |
| 3M | +21.7% | +2.8% | +18.9% | +19.6% |
| 6M | +27.0% | +5.5% | +21.5% | +22.5% |
| YTD | -12.1% | +5.5% | -17.6% | -15.3% |
| 1Y | -40.9% | +11.0% | -52.0% | -45.0% |
| 3Y | +191.0% | +17.7% | +173.3% | +136.8% |
| 5Y | -68.3% | -25.7% | -42.5% | -64.4% |
| All | +589.4% | +139.9% | +449.5% | +276.7% |
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