+78.8%
SE vs IT
-52.4%
+131.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.9% |
| 7D | +3.3% | -18.8% | +22.1% | +6.6% |
| 30D | -18.2% | -0.1% | -18.1% | -18.8% |
| 3M | -31.3% | +2.9% | -34.2% | -32.7% |
| 6M | -10.1% | +20.4% | -30.5% | -15.7% |
| YTD | -38.9% | -24.3% | -14.6% | -35.4% |
| 1Y | -48.0% | -17.2% | -30.9% | -46.7% |
| 3Y | +78.8% | -52.4% | +131.2% | +171.0% |
| All | +78.8% | -52.4% | +131.2% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling