-26.6%
U vs SE
-50.3%
+23.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | +2.8% | -1.5% | +4.3% | +3.6% |
| 30D | +7.6% | -22.3% | +29.9% | +22.4% |
| 3M | +12.7% | -41.8% | +54.5% | +48.9% |
| 6M | +87.0% | -22.4% | +109.4% | +106.9% |
| YTD | +13.6% | -41.6% | +55.2% | +44.1% |
| 1Y | +25.3% | -48.0% | +73.3% | +68.7% |
| 3Y | +85.8% | +63.9% | +21.9% | +15.6% |
| 5Y | -74.5% | -78.2% | +3.7% | -56.5% |
| All | -26.6% | -50.3% | +23.8% | -34.1% |
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