+556.1%
TER vs SE
+372.6%
+183.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.2% |
| 7D | -8.9% | 0.0% | -8.9% | -8.7% |
| 30D | -39.1% | -19.4% | -19.7% | -35.5% |
| 3M | -32.8% | -33.1% | +0.3% | -25.7% |
| 6M | -31.7% | -11.4% | -20.3% | -31.2% |
| YTD | +26.9% | -39.8% | +66.7% | +41.5% |
| 1Y | +33.6% | -50.5% | +84.0% | +56.8% |
| 3Y | +181.5% | +68.9% | +112.6% | +127.3% |
| 5Y | +76.1% | -77.1% | +153.2% | +118.6% |
| All | +556.1% | +372.6% | +183.5% | +267.1% |
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