-78.0%
SE vs M
-11.5%
-66.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.7% |
| 7D | +2.0% | -4.3% | +6.3% | +3.5% |
| 30D | -20.0% | +1.3% | -21.3% | -20.4% |
| 3M | -31.8% | -7.4% | -24.4% | -30.3% |
| 6M | -15.9% | +18.3% | -34.2% | -22.2% |
| YTD | -40.6% | +7.6% | -48.2% | -43.6% |
| 1Y | -50.7% | +17.4% | -68.1% | -54.9% |
| 3Y | +70.3% | +108.4% | -38.1% | +4.2% |
| All | -78.0% | -11.5% | -66.5% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling