-66.9%
SE vs MKTX
-60.6%
-6.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -18.1% | +0.8% | -18.9% | -18.3% |
| 3M | +30.6% | +41.1% | -10.5% | +13.9% |
| 6M | +20.8% | -9.5% | +30.3% | +24.9% |
| YTD | -15.6% | -8.7% | -6.9% | -13.4% |
| 1Y | -44.2% | -10.0% | -34.3% | -42.7% |
| 3Y | +181.5% | -24.6% | +206.2% | +183.9% |
| 5Y | -66.9% | -60.3% | -6.6% | -50.6% |
| All | -66.9% | -60.6% | -6.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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