+553.4%
SE vs ITOT
+225.4%
+328.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -2.6% |
| 7D | -5.2% | -0.9% | -4.3% | -3.9% |
| 30D | -17.1% | -1.5% | -15.6% | -15.2% |
| 3M | +24.0% | +3.6% | +20.4% | +17.3% |
| 6M | +21.0% | +13.7% | +7.3% | -0.4% |
| YTD | -16.7% | +12.9% | -29.7% | -30.7% |
| 1Y | -45.9% | +17.2% | -63.1% | -57.4% |
| 3Y | +177.8% | +75.6% | +102.2% | +18.3% |
| 5Y | -67.4% | +75.5% | -142.8% | -84.6% |
| All | +553.4% | +225.4% | +328.0% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling