+63.7%
SE vs SM
-3.9%
+67.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | +9.4% | -9.9% | -1.1% |
| 30D | -20.9% | -14.4% | -6.6% | -20.3% |
| 3M | -38.9% | +1.6% | -40.4% | -39.5% |
| 6M | -19.4% | +6.3% | -25.8% | -21.2% |
| YTD | -40.9% | +78.8% | -119.7% | -48.3% |
| 1Y | -46.2% | +83.1% | -129.3% | -53.3% |
| 3Y | +63.7% | -5.9% | +69.6% | +60.4% |
| All | +63.7% | -3.9% | +67.7% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling