-48.8%
SE vs ITOT
+14.7%
-63.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +2.9% | +2.5% |
| 7D | +6.7% | -0.7% | +7.3% | +7.6% |
| 30D | -17.2% | -1.1% | -16.1% | -16.0% |
| 3M | -28.0% | -0.8% | -27.2% | -27.3% |
| 6M | -6.1% | +7.0% | -13.1% | -15.3% |
| YTD | -37.1% | +13.3% | -50.5% | -48.3% |
| 1Y | -48.8% | +14.8% | -63.6% | -58.8% |
| All | -48.8% | +14.7% | -63.4% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling