+589.4%
SE vs RF
+183.1%
+406.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -6.1% | +1.3% | -7.4% | -6.5% |
| 30D | -2.5% | -3.6% | +1.2% | -1.2% |
| 3M | +21.7% | +8.1% | +13.6% | +18.3% |
| 6M | +27.0% | +11.5% | +15.5% | +22.0% |
| YTD | -12.1% | +15.6% | -27.7% | -16.7% |
| 1Y | -40.9% | +15.7% | -56.6% | -44.2% |
| 3Y | +191.0% | +86.9% | +104.1% | +127.8% |
| 5Y | -68.3% | +89.8% | -158.1% | -74.7% |
| All | +589.4% | +183.1% | +406.3% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling