+63.7%
SE vs RSG
+66.5%
-2.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +2.5% | -3.0% | -0.7% |
| 30D | -20.9% | +12.7% | -33.7% | -21.9% |
| 3M | -38.9% | +17.9% | -56.8% | -39.9% |
| 6M | -19.4% | +25.0% | -44.4% | -21.7% |
| YTD | -40.9% | +20.8% | -61.7% | -42.6% |
| 1Y | -46.2% | +24.3% | -70.5% | -48.2% |
| 3Y | +63.7% | +65.3% | -1.5% | +79.1% |
| All | +63.7% | +66.5% | -2.7% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling