+854.6%
TER vs SE
+589.8%
+264.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.6% | -6.1% | +6.7% | +2.3% |
| 30D | -8.3% | -2.5% | -5.8% | -8.1% |
| 3M | -12.2% | +21.7% | -33.9% | -17.9% |
| 6M | +17.1% | +27.0% | -9.9% | +7.6% |
| YTD | +84.7% | -12.1% | +96.8% | +86.6% |
| 1Y | +199.9% | -40.9% | +240.8% | +236.3% |
| 3Y | +232.8% | +191.0% | +41.8% | +131.5% |
| 5Y | +198.6% | -68.3% | +266.9% | +240.6% |
| All | +854.6% | +589.8% | +264.8% | +384.3% |
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