-78.0%
SE vs RF
+42.5%
-120.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.0% | -0.9% | +2.9% | +2.6% |
| 30D | -20.0% | +6.0% | -26.0% | -22.6% |
| 3M | -31.8% | -8.9% | -22.9% | -28.4% |
| 6M | -15.9% | +2.3% | -18.2% | -17.5% |
| YTD | -40.6% | +7.6% | -48.2% | -43.6% |
| 1Y | -50.7% | +21.2% | -71.8% | -56.4% |
| 3Y | +70.3% | +108.5% | -38.2% | +1.1% |
| All | -78.0% | +42.5% | -120.5% | -83.1% |
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