+379.5%
SE vs SM
+80.1%
+299.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.7% | +3.2% |
| 7D | +3.3% | -22.3% | +25.6% | +5.9% |
| 30D | -18.2% | -21.4% | +3.2% | -16.3% |
| 3M | -31.3% | +1.4% | -32.6% | -31.9% |
| 6M | -10.1% | +0.1% | -10.2% | -11.4% |
| YTD | -38.9% | +59.0% | -97.8% | -43.6% |
| 1Y | -48.0% | +64.3% | -112.3% | -52.3% |
| 3Y | +78.8% | -13.1% | +91.9% | +73.7% |
| 5Y | -77.1% | -13.9% | -63.3% | -78.1% |
| All | +379.5% | +80.1% | +299.3% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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