+363.5%
SE vs P
+550.5%
-187.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | -0.5% | +11.6% | -12.1% | -3.9% |
| 30D | -20.9% | -23.7% | +2.7% | -15.2% |
| 3M | -38.9% | -8.0% | -30.9% | -39.2% |
| 6M | -19.4% | +27.9% | -47.3% | -29.8% |
| YTD | -40.9% | +61.2% | -102.1% | -53.6% |
| 1Y | -46.2% | +28.6% | -74.8% | -55.3% |
| 3Y | +63.7% | +200.5% | -136.8% | -10.8% |
| 5Y | -77.9% | +282.9% | -360.9% | -89.1% |
| All | +363.5% | +550.5% | -187.1% | +52.6% |
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