-77.1%
SE vs IT
-42.9%
-34.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.7% |
| 7D | +3.3% | -18.8% | +22.1% | +11.7% |
| 30D | -18.2% | -0.1% | -18.1% | -19.6% |
| 3M | -31.3% | +2.9% | -34.2% | -34.5% |
| 6M | -10.1% | +20.4% | -30.5% | -23.2% |
| YTD | -38.9% | -24.3% | -14.6% | -33.2% |
| 1Y | -48.0% | -17.2% | -30.9% | -46.8% |
| 3Y | +78.8% | -52.4% | +131.2% | +146.2% |
| 5Y | -77.1% | -43.7% | -33.4% | -77.0% |
| All | -77.1% | -42.9% | -34.3% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling