+78.8%
SE vs USFR
+14.3%
+64.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -18.2% | +0.4% | -18.5% | -18.5% |
| 3M | -31.3% | +1.1% | -32.3% | -32.0% |
| 6M | -10.1% | +2.0% | -12.1% | -13.7% |
| YTD | -38.9% | +3.4% | -42.3% | -45.3% |
| 1Y | -48.0% | +4.1% | -52.1% | -55.4% |
| 3Y | +78.8% | +14.3% | +64.5% | -34.8% |
| All | +78.8% | +14.3% | +64.5% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling