-72.0%
SE vs S
-49.1%
-23.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | 0.0% | +1.4% | -1.3% | -0.6% |
| 30D | -19.4% | -10.8% | -8.6% | -16.4% |
| 3M | -33.1% | +5.4% | -38.5% | -36.5% |
| 6M | -11.4% | +41.2% | -52.7% | -26.6% |
| YTD | -39.8% | +56.2% | -96.0% | -53.1% |
| 1Y | -50.5% | +36.3% | -86.8% | -59.4% |
| 3Y | +68.9% | +49.4% | +19.4% | +15.4% |
| 5Y | -77.1% | -66.9% | -10.2% | -74.7% |
| All | -72.0% | -49.1% | -23.0% | -71.3% |
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