-78.9%
SE vs PL
+11.6%
-90.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -10.1% | +4.4% | -3.5% |
| 7D | -1.2% | -20.5% | +19.3% | +3.6% |
| 30D | -21.7% | -38.8% | +17.1% | -13.3% |
| 3M | -34.2% | -49.1% | +14.9% | -24.6% |
| 6M | -10.5% | -69.4% | +58.9% | +11.1% |
| YTD | -40.7% | -42.3% | +1.6% | -39.5% |
| 1Y | -52.1% | -14.2% | -37.9% | -56.5% |
| 3Y | +68.9% | +398.7% | -329.8% | -29.8% |
| 5Y | -78.9% | +11.1% | -90.0% | -87.6% |
| All | -78.9% | +11.6% | -90.4% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling