+53.4%
T vs SE
-78.9%
+132.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.0% | +2.0% | -1.0% | +1.0% |
| 30D | -10.6% | -20.0% | +9.4% | -10.0% |
| 3M | -7.7% | -31.8% | +24.0% | -6.7% |
| 6M | -13.3% | -15.9% | +2.6% | -13.0% |
| YTD | -8.8% | -40.6% | +31.9% | -7.5% |
| 1Y | -8.4% | -50.7% | +42.3% | -6.5% |
| 3Y | +59.6% | +70.3% | -10.7% | +51.5% |
| All | +53.4% | -78.9% | +132.3% | +51.8% |
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 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