+597.0%
SE vs MKTX
-5.6%
+602.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -0.1% | +1.0% | -1.1% | -0.4% |
| 3M | +34.1% | +41.3% | -7.1% | +14.7% |
| 6M | +23.2% | -11.3% | +34.5% | +27.0% |
| YTD | -11.2% | -8.6% | -2.6% | -9.9% |
| 1Y | -40.5% | -11.1% | -29.5% | -39.3% |
| 3Y | +196.3% | -24.5% | +220.8% | +201.0% |
| 5Y | -67.0% | -61.4% | -5.6% | -53.9% |
| All | +597.0% | -5.6% | +602.6% | +737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling