+589.4%
SE vs PSX
+295.1%
+294.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -6.1% | +4.5% | -10.6% | -7.0% |
| 30D | -2.5% | +26.6% | -29.1% | -7.6% |
| 3M | +21.7% | +39.3% | -17.5% | +12.4% |
| 6M | +27.0% | +56.8% | -29.8% | +13.2% |
| YTD | -12.1% | +101.8% | -114.0% | -26.7% |
| 1Y | -40.9% | +99.6% | -140.5% | -50.8% |
| 3Y | +191.0% | +140.3% | +50.6% | +126.6% |
| 5Y | -68.3% | +339.3% | -407.6% | -78.7% |
| All | +589.4% | +295.1% | +294.3% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling