+363.5%
SE vs RSG
+354.4%
+9.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +2.5% | -3.0% | -1.6% |
| 30D | -20.9% | +12.7% | -33.7% | -25.4% |
| 3M | -38.9% | +17.9% | -56.8% | -43.6% |
| 6M | -19.4% | +25.0% | -44.4% | -28.2% |
| YTD | -40.9% | +20.8% | -61.7% | -46.8% |
| 1Y | -46.2% | +24.3% | -70.5% | -52.4% |
| 3Y | +63.7% | +65.3% | -1.5% | +21.6% |
| 5Y | -77.9% | +99.1% | -177.0% | -85.4% |
| All | +363.5% | +354.4% | +9.1% | +99.1% |
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 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