+589.4%
SE vs RSG
+298.7%
+290.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | -2.5% | +7.6% | -10.0% | -5.8% |
| 3M | +21.7% | +7.4% | +14.3% | +17.0% |
| 6M | +27.0% | -3.3% | +30.3% | +28.0% |
| YTD | -12.1% | +6.0% | -18.1% | -15.7% |
| 1Y | -40.9% | -3.7% | -37.2% | -40.6% |
| 3Y | +191.0% | +59.1% | +131.9% | +118.2% |
| 5Y | -68.3% | +89.0% | -157.3% | -78.7% |
| All | +589.4% | +298.7% | +290.6% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling