+372.3%
SE vs Z
-29.7%
+402.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.6% |
| 7D | 0.0% | -6.5% | +6.5% | +2.4% |
| 30D | -19.4% | -0.1% | -19.3% | -20.2% |
| 3M | -33.1% | -14.1% | -19.0% | -30.7% |
| 6M | -11.4% | -30.1% | +18.6% | -1.1% |
| YTD | -39.8% | -57.5% | +17.7% | -20.2% |
| 1Y | -50.5% | -60.3% | +9.9% | -32.8% |
| 3Y | +68.9% | -21.0% | +89.9% | +57.3% |
| 5Y | -77.1% | -54.9% | -22.2% | -73.9% |
| All | +372.3% | -29.7% | +402.0% | +372.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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