+379.5%
SE vs P
+519.5%
-140.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.3% | +1.0% |
| 7D | +3.3% | -9.6% | +12.9% | +6.1% |
| 30D | -18.2% | -33.4% | +15.3% | -8.4% |
| 3M | -31.3% | +14.2% | -45.5% | -36.3% |
| 6M | -10.1% | +31.6% | -41.7% | -23.0% |
| YTD | -38.9% | +53.5% | -92.4% | -51.2% |
| 1Y | -48.0% | +14.2% | -62.2% | -54.9% |
| 3Y | +78.8% | +190.5% | -111.7% | -1.6% |
| 5Y | -77.1% | +256.3% | -333.5% | -88.5% |
| All | +379.5% | +519.5% | -140.1% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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