-37.5%
U vs SE
-24.5%
-13.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.0% |
| 7D | +4.5% | +0.6% | +3.9% | +4.1% |
| 30D | -0.6% | -0.1% | -0.5% | -1.8% |
| 3M | +48.4% | +34.1% | +14.3% | +23.6% |
| 6M | +115.4% | +23.2% | +92.2% | +85.4% |
| YTD | -3.2% | -11.2% | +7.9% | -1.1% |
| 1Y | -6.0% | -40.5% | +34.5% | +18.9% |
| 3Y | +13.5% | +196.3% | -182.8% | -49.6% |
| 5Y | -68.0% | -67.0% | -1.0% | -56.2% |
| All | -37.5% | -24.5% | -13.0% | -54.8% |
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 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