+76.7%
T vs SE
+597.4%
-520.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | +7.6% | -0.1% | +7.7% | +7.5% |
| 3M | +15.3% | +34.1% | -18.8% | +13.3% |
| 6M | -8.5% | +23.2% | -31.7% | -9.8% |
| YTD | +6.8% | -11.2% | +17.9% | +6.9% |
| 1Y | -7.2% | -40.5% | +33.3% | -5.0% |
| 3Y | +108.2% | +196.3% | -88.0% | +88.7% |
| 5Y | +66.1% | -67.0% | +133.1% | +70.2% |
| All | +76.7% | +597.4% | -520.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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