+51.0%
T vs SE
+366.0%
-315.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.0% | +2.0% | -1.0% | +0.9% |
| 30D | -10.6% | -20.0% | +9.4% | -9.6% |
| 3M | -7.7% | -31.8% | +24.0% | -6.0% |
| 6M | -13.3% | -15.9% | +2.6% | -12.8% |
| YTD | -8.8% | -40.6% | +31.9% | -6.8% |
| 1Y | -8.4% | -50.7% | +42.3% | -5.5% |
| 3Y | +59.6% | +70.3% | -10.7% | +49.4% |
| 5Y | +52.1% | -78.8% | +130.9% | +59.8% |
| All | +51.0% | +366.0% | -315.0% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling