+355.0%
SE vs RF
+166.5%
+188.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.6% |
| 7D | -7.7% | -1.3% | -6.4% | -7.3% |
| 30D | -22.8% | +4.6% | -27.5% | -24.1% |
| 3M | -43.7% | -8.4% | -35.3% | -42.1% |
| 6M | -12.8% | +8.9% | -21.7% | -15.6% |
| YTD | -42.0% | +8.8% | -50.8% | -43.9% |
| 1Y | -48.0% | +18.9% | -66.9% | -51.4% |
| 3Y | +62.7% | +116.0% | -53.3% | +21.2% |
| 5Y | -77.8% | +46.0% | -123.8% | -81.0% |
| All | +355.0% | +166.5% | +188.5% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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