+355.0%
SE vs IT
+56.0%
+299.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.8% | -4.6% |
| 7D | -7.7% | -6.8% | -0.9% | -4.9% |
| 30D | -22.8% | -0.6% | -22.3% | -23.9% |
| 3M | -43.7% | +3.1% | -46.8% | -46.2% |
| 6M | -12.8% | +25.5% | -38.3% | -27.0% |
| YTD | -42.0% | -23.5% | -18.5% | -38.8% |
| 1Y | -48.0% | -16.6% | -31.4% | -47.9% |
| 3Y | +62.7% | -53.1% | +115.8% | +113.9% |
| 5Y | -77.8% | -41.4% | -36.4% | -74.8% |
| All | +355.0% | +56.0% | +299.1% | +220.2% |
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