-78.9%
SE vs RF
+42.4%
-121.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -4.5% |
| 7D | -1.2% | -1.6% | +0.4% | -0.2% |
| 30D | -21.7% | +5.0% | -26.7% | -23.8% |
| 3M | -34.2% | -10.0% | -24.2% | -30.5% |
| 6M | -10.5% | +3.3% | -13.8% | -12.7% |
| YTD | -40.7% | +7.9% | -48.7% | -43.8% |
| 1Y | -52.1% | +21.2% | -73.3% | -57.6% |
| 3Y | +68.9% | +105.8% | -37.0% | +1.4% |
| 5Y | -78.9% | +43.7% | -122.6% | -83.9% |
| All | -78.9% | +42.4% | -121.3% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling