+568.6%
SE vs PSX
+303.9%
+264.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -3.6% | +1.8% | -5.5% | -4.0% |
| 30D | -5.3% | +21.6% | -26.9% | -9.5% |
| 3M | +28.1% | +46.5% | -18.4% | +16.9% |
| 6M | +20.7% | +62.0% | -41.3% | +6.7% |
| YTD | -14.8% | +106.3% | -121.1% | -29.3% |
| 1Y | -43.6% | +103.0% | -146.5% | -53.2% |
| 3Y | +184.2% | +135.5% | +48.7% | +122.6% |
| 5Y | -66.3% | +368.5% | -434.8% | -77.7% |
| All | +568.6% | +303.9% | +264.7% | +370.3% |
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