+54.6%
TER vs SE
-78.9%
+133.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | -20.5% | +2.0% | -22.5% | -20.8% |
| 30D | -47.0% | -20.0% | -27.0% | -44.1% |
| 3M | -43.3% | -31.8% | -11.5% | -38.2% |
| 6M | -42.9% | -15.9% | -27.0% | -41.9% |
| YTD | +12.9% | -40.6% | +53.5% | +25.1% |
| 1Y | +18.2% | -50.7% | +68.9% | +37.2% |
| 3Y | +151.8% | +70.3% | +81.5% | +108.8% |
| All | +54.6% | -78.9% | +133.4% | +76.9% |
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 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