+355.0%
SE vs M
+78.3%
+276.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.5% |
| 7D | -7.7% | -3.3% | -4.4% | -7.1% |
| 30D | -22.8% | +8.1% | -30.9% | -24.1% |
| 3M | -43.7% | +2.2% | -46.0% | -44.1% |
| 6M | -12.8% | +35.1% | -47.9% | -18.7% |
| YTD | -42.0% | +15.8% | -57.8% | -44.4% |
| 1Y | -48.0% | +25.8% | -73.8% | -51.1% |
| 3Y | +62.7% | +156.2% | -93.6% | +24.4% |
| 5Y | -77.8% | -2.4% | -75.4% | -79.9% |
| All | +355.0% | +78.3% | +276.7% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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