+568.6%
SE vs USFR
+26.5%
+542.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.5% |
| 30D | -5.3% | +0.3% | -5.6% | -4.6% |
| 3M | +28.1% | +1.0% | +27.1% | +31.3% |
| 6M | +20.7% | +1.9% | +18.7% | +26.6% |
| YTD | -14.8% | +2.7% | -17.4% | -9.1% |
| 1Y | -43.6% | +4.0% | -47.6% | -38.0% |
| 3Y | +184.2% | +14.0% | +170.2% | +295.6% |
| 5Y | -66.3% | +20.4% | -86.7% | -49.6% |
| All | +568.6% | +26.5% | +542.1% | +1,022.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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