-67.0%
SE vs IT
-44.6%
-22.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +4.4% |
| 7D | +0.6% | -9.1% | +9.7% | +4.7% |
| 30D | -0.1% | -7.0% | +6.9% | +2.2% |
| 3M | +34.1% | +7.6% | +26.5% | +24.3% |
| 6M | +23.2% | +2.1% | +21.1% | +15.8% |
| YTD | -11.2% | -31.6% | +20.4% | +4.0% |
| 1Y | -40.5% | -29.9% | -10.6% | -32.7% |
| 3Y | +196.3% | -51.3% | +247.6% | +280.2% |
| 5Y | -67.0% | -44.8% | -22.3% | -66.1% |
| All | -67.0% | -44.6% | -22.4% | -66.1% |
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