+365.7%
SE vs P
+482.8%
-117.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.0% |
| 7D | +2.0% | -23.8% | +25.8% | +10.1% |
| 30D | -20.0% | -36.6% | +16.6% | -9.1% |
| 3M | -31.8% | +10.9% | -42.7% | -36.2% |
| 6M | -15.9% | +30.0% | -45.9% | -27.8% |
| YTD | -40.6% | +44.4% | -85.0% | -51.7% |
| 1Y | -50.7% | +3.9% | -54.6% | -55.9% |
| 3Y | +70.3% | +176.6% | -106.3% | -4.9% |
| 5Y | -78.8% | +249.3% | -328.1% | -89.3% |
| All | +365.7% | +482.8% | -117.1% | +58.8% |
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