+67.7%
T vs SE
-68.6%
+136.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -1.3% | -6.1% | +4.8% | -1.1% |
| 30D | +11.4% | -2.5% | +13.8% | +11.4% |
| 3M | +14.3% | +21.7% | -7.4% | +13.5% |
| 6M | -9.3% | +27.0% | -36.3% | -10.1% |
| YTD | +7.1% | -12.1% | +19.2% | +7.3% |
| 1Y | -9.1% | -40.9% | +31.8% | -7.5% |
| 3Y | +105.3% | +191.0% | -85.7% | +90.8% |
| All | +67.7% | -68.6% | +136.3% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling