+605.2%
TER vs SE
+358.6%
+246.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +24.0% | -1.5% | +25.4% | +24.4% |
| 30D | -30.6% | -22.3% | -8.3% | -25.9% |
| 3M | -34.5% | -41.8% | +7.3% | -24.7% |
| 6M | -26.4% | -22.4% | -4.0% | -22.9% |
| YTD | +36.4% | -41.6% | +78.0% | +53.2% |
| 1Y | +47.4% | -48.0% | +95.4% | +70.7% |
| 3Y | +202.6% | +63.9% | +138.7% | +146.0% |
| 5Y | +83.9% | -78.2% | +162.1% | +131.1% |
| All | +605.2% | +358.6% | +246.6% | +297.4% |
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