+483.4%
TER vs SE
+366.0%
+117.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -43.8% |
| 3M | -43.3% | -31.8% | -11.5% | -37.7% |
| 6M | -42.9% | -15.9% | -27.0% | -41.7% |
| YTD | +12.9% | -40.6% | +53.5% | +26.2% |
| 1Y | +18.2% | -50.7% | +68.9% | +38.8% |
| 3Y | +151.8% | +70.3% | +81.5% | +102.7% |
| 5Y | +54.2% | -78.8% | +133.1% | +95.7% |
| All | +483.4% | +366.0% | +117.4% | +227.4% |
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 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