+77.3%
T vs SE
+589.8%
-512.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -1.3% | -6.1% | +4.8% | -0.9% |
| 30D | +11.4% | -2.5% | +13.8% | +11.4% |
| 3M | +14.3% | +21.7% | -7.4% | +12.9% |
| 6M | -9.3% | +27.0% | -36.3% | -10.7% |
| YTD | +7.1% | -12.1% | +19.2% | +7.3% |
| 1Y | -9.1% | -40.9% | +31.8% | -6.9% |
| 3Y | +105.3% | +191.0% | -85.7% | +86.3% |
| 5Y | +66.8% | -68.3% | +135.1% | +71.5% |
| All | +77.3% | +589.8% | -512.5% | +29.9% |
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