+53.1%
T vs SE
+372.6%
-319.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +2.6% | 0.0% | +2.5% | +2.6% |
| 30D | -1.1% | -19.4% | +18.3% | 0.0% |
| 3M | -7.7% | -33.1% | +25.4% | -5.9% |
| 6M | -10.6% | -11.4% | +0.8% | -10.4% |
| YTD | -7.5% | -39.8% | +32.3% | -5.5% |
| 1Y | -7.4% | -50.5% | +43.0% | -4.5% |
| 3Y | +63.1% | +68.9% | -5.8% | +52.8% |
| 5Y | +55.2% | -77.1% | +132.3% | +62.1% |
| All | +53.1% | +372.6% | -319.5% | +14.4% |
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