+363.5%
SE vs USFR
+27.5%
+336.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | -0.5% | +0.1% | -0.5% | -0.3% |
| 30D | -20.9% | +0.4% | -21.3% | -20.2% |
| 3M | -38.9% | +1.1% | -39.9% | -37.2% |
| 6M | -19.4% | +2.0% | -21.4% | -15.2% |
| YTD | -40.9% | +3.5% | -44.4% | -35.7% |
| 1Y | -46.2% | +4.1% | -50.3% | -40.6% |
| 3Y | +63.7% | +14.4% | +49.4% | +129.4% |
| 5Y | -77.9% | +21.4% | -99.3% | -66.2% |
| All | +363.5% | +27.5% | +336.0% | +694.2% |
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