-58.7%
SE vs S
-57.8%
-1.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | +0.6% | -5.8% | +6.4% | +3.0% |
| 30D | -0.1% | -9.2% | +9.1% | +2.6% |
| 3M | +34.1% | +23.4% | +10.8% | +20.4% |
| 6M | +23.2% | +36.9% | -13.7% | +3.7% |
| YTD | -11.2% | +29.5% | -40.7% | -23.9% |
| 1Y | -40.5% | +5.4% | -46.0% | -45.0% |
| 3Y | +196.3% | +14.7% | +181.6% | +130.7% |
| 5Y | -67.0% | -71.5% | +4.5% | -60.7% |
| All | -58.7% | -57.8% | -1.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling