+372.3%
SE vs P
+514.3%
-142.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | 0.0% | -13.3% | +13.4% | +4.1% |
| 30D | -19.4% | -34.0% | +14.6% | -9.6% |
| 3M | -33.1% | +4.1% | -37.2% | -36.1% |
| 6M | -11.4% | +30.5% | -41.9% | -23.9% |
| YTD | -39.8% | +52.2% | -92.0% | -51.8% |
| 1Y | -50.5% | +10.3% | -60.8% | -56.5% |
| 3Y | +68.9% | +180.9% | -112.0% | -5.8% |
| 5Y | -77.1% | +259.7% | -336.8% | -88.5% |
| All | +372.3% | +514.3% | -142.0% | +58.4% |
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