+358.3%
SE vs PSX
+307.2%
+51.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -1.5% | +6.4% | -7.9% | -2.8% |
| 30D | -22.3% | -10.2% | -12.1% | -20.7% |
| 3M | -41.8% | +17.2% | -59.0% | -44.3% |
| 6M | -22.4% | +51.8% | -74.1% | -30.2% |
| YTD | -41.6% | +108.0% | -149.6% | -51.8% |
| 1Y | -48.0% | +96.1% | -144.1% | -56.6% |
| 3Y | +63.9% | +155.9% | -92.0% | +25.1% |
| 5Y | -78.2% | +306.9% | -385.1% | -85.1% |
| All | +358.3% | +307.2% | +51.1% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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