-78.0%
SE vs ITOT
+63.9%
-141.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.8% |
| 7D | -0.5% | +2.5% | -3.0% | -5.0% |
| 30D | -20.9% | -1.7% | -19.2% | -18.6% |
| 3M | -38.9% | -3.4% | -35.5% | -35.2% |
| 6M | -19.4% | +2.1% | -21.5% | -23.2% |
| YTD | -40.9% | +11.5% | -52.4% | -52.3% |
| 1Y | -46.2% | +13.6% | -59.8% | -58.1% |
| 3Y | +63.7% | +77.2% | -13.5% | -51.2% |
| All | -78.0% | +63.9% | -141.9% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling