+71.7%
TER vs SE
-78.2%
+149.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +14.4% | -0.5% | +14.8% | +14.4% |
| 30D | -30.6% | -20.9% | -9.6% | -26.6% |
| 3M | -39.2% | -38.9% | -0.3% | -31.7% |
| 6M | -31.3% | -19.4% | -11.9% | -29.0% |
| YTD | +29.1% | -40.9% | +70.0% | +43.2% |
| 1Y | +47.4% | -46.2% | +93.6% | +67.3% |
| 3Y | +191.2% | +63.7% | +127.5% | +143.8% |
| All | +71.7% | -78.2% | +149.8% | +89.8% |
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