-71.6%
SE vs S
-48.9%
-22.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | -0.2% |
| 7D | +3.3% | +1.6% | +1.7% | +2.6% |
| 30D | -18.2% | -10.5% | -7.7% | -15.3% |
| 3M | -31.3% | +9.9% | -41.2% | -35.9% |
| 6M | -10.1% | +41.8% | -51.9% | -25.6% |
| YTD | -38.9% | +56.8% | -95.7% | -52.5% |
| 1Y | -48.0% | +39.0% | -87.0% | -57.8% |
| 3Y | +78.8% | +53.8% | +25.0% | +20.5% |
| 5Y | -77.1% | -68.6% | -8.5% | -74.6% |
| All | -71.6% | -48.9% | -22.7% | -70.9% |
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