-72.3%
SE vs PL
+40.9%
-113.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.3% |
| 7D | -0.5% | +10.0% | -10.5% | -2.7% |
| 30D | -20.9% | -2.3% | -18.7% | -21.0% |
| 3M | -38.9% | -44.2% | +5.3% | -31.6% |
| 6M | -19.4% | -66.1% | +46.7% | -1.9% |
| YTD | -40.9% | -30.0% | -11.0% | -42.3% |
| 1Y | -46.2% | +21.0% | -67.2% | -55.1% |
| 3Y | +63.7% | +516.5% | -452.8% | -35.2% |
| 5Y | -77.9% | +32.0% | -109.9% | -86.9% |
| All | -72.3% | +40.9% | -113.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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