+589.4%
SE vs USFR
+26.5%
+562.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -6.1% | +0.1% | -6.2% | -5.9% |
| 30D | -2.5% | +0.3% | -2.8% | -1.7% |
| 3M | +21.7% | +1.0% | +20.7% | +24.8% |
| 6M | +27.0% | +1.9% | +25.1% | +33.2% |
| YTD | -12.1% | +2.6% | -14.7% | -6.4% |
| 1Y | -40.9% | +4.0% | -44.9% | -35.1% |
| 3Y | +191.0% | +14.1% | +176.9% | +305.3% |
| 5Y | -68.3% | +20.4% | -88.7% | -52.6% |
| All | +589.4% | +26.5% | +562.9% | +1,055.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling