+54.8%
T vs SE
+358.6%
-303.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | -2.9% | -22.3% | +19.4% | -1.7% |
| 3M | -7.5% | -41.8% | +34.3% | -5.0% |
| 6M | -9.9% | -22.4% | +12.5% | -9.0% |
| YTD | -6.4% | -41.6% | +35.1% | -4.3% |
| 1Y | -9.4% | -48.0% | +38.6% | -6.8% |
| 3Y | +64.9% | +63.9% | +1.0% | +54.7% |
| 5Y | +57.0% | -78.2% | +135.1% | +64.4% |
| All | +54.8% | +358.6% | -303.8% | +15.8% |
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