+379.5%
SE vs RF
+169.2%
+210.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.2% |
| 7D | +3.3% | -0.1% | +3.4% | +3.4% |
| 30D | -18.2% | +7.0% | -25.2% | -20.1% |
| 3M | -31.3% | -7.0% | -24.2% | -29.6% |
| 6M | -10.1% | +6.8% | -16.9% | -12.4% |
| YTD | -38.9% | +9.9% | -48.8% | -41.1% |
| 1Y | -48.0% | +21.1% | -69.1% | -51.7% |
| 3Y | +78.8% | +119.6% | -40.8% | +32.5% |
| 5Y | -77.1% | +46.2% | -123.3% | -80.5% |
| All | +379.5% | +169.2% | +210.3% | +262.2% |
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