+193.0%
SE vs PSX
+134.9%
+58.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -6.1% | +4.5% | -10.6% | -6.7% |
| 30D | -2.5% | +26.6% | -29.1% | -5.7% |
| 3M | +21.7% | +39.3% | -17.5% | +15.7% |
| 6M | +27.0% | +56.8% | -29.8% | +17.2% |
| YTD | -12.1% | +101.8% | -114.0% | -24.2% |
| 1Y | -40.9% | +99.6% | -140.5% | -49.2% |
| All | +193.0% | +134.9% | +58.1% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling