-66.9%
SE vs RSG
+89.5%
-156.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -4.8% | -1.8% | -3.0% | -4.2% |
| 30D | -18.1% | +2.8% | -20.9% | -18.9% |
| 3M | +30.6% | +4.3% | +26.3% | +28.3% |
| 6M | +20.8% | -0.5% | +21.3% | +20.4% |
| YTD | -15.6% | +5.2% | -20.8% | -18.0% |
| 1Y | -44.2% | -2.1% | -42.1% | -44.1% |
| 3Y | +181.5% | +56.5% | +125.0% | +118.7% |
| 5Y | -66.9% | +89.5% | -156.4% | -77.0% |
| All | -66.9% | +89.5% | -156.4% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling