+568.6%
SE vs IT
+37.1%
+531.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.3% |
| 7D | -3.6% | -9.1% | +5.5% | +0.3% |
| 30D | -5.3% | -12.2% | +6.9% | -0.5% |
| 3M | +28.1% | +7.8% | +20.3% | +18.5% |
| 6M | +20.7% | +2.0% | +18.7% | +13.2% |
| YTD | -14.8% | -32.7% | +18.0% | -2.4% |
| 1Y | -43.6% | -31.1% | -12.5% | -37.1% |
| 3Y | +184.2% | -52.1% | +236.3% | +267.0% |
| 5Y | -66.3% | -46.3% | -20.0% | -59.3% |
| All | +568.6% | +37.1% | +531.4% | +410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling