+589.4%
SE vs IT
+50.7%
+538.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +1.2% |
| 7D | -6.1% | -6.0% | -0.1% | -3.6% |
| 30D | -2.5% | 0.0% | -2.5% | -3.2% |
| 3M | +21.7% | +13.1% | +8.6% | +10.7% |
| 6M | +27.0% | +11.7% | +15.3% | +14.7% |
| YTD | -12.1% | -26.1% | +14.0% | -3.3% |
| 1Y | -40.9% | -21.3% | -19.7% | -38.2% |
| 3Y | +191.0% | -46.7% | +237.7% | +258.1% |
| 5Y | -68.3% | -40.5% | -27.8% | -63.3% |
| All | +589.4% | +50.7% | +538.7% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling