-78.0%
SE vs RF
+47.5%
-125.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.5% |
| 7D | -0.5% | +1.9% | -2.4% | -1.5% |
| 30D | -20.9% | +7.3% | -28.3% | -24.0% |
| 3M | -38.9% | -7.9% | -31.0% | -36.3% |
| 6M | -19.4% | +10.5% | -29.9% | -24.3% |
| YTD | -40.9% | +9.6% | -50.6% | -44.5% |
| 1Y | -46.2% | +20.3% | -66.5% | -52.1% |
| 3Y | +63.7% | +119.5% | -55.8% | -6.1% |
| All | -78.0% | +47.5% | -125.5% | -83.4% |
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