-26.3%
U vs SE
-48.8%
+22.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | +24.4% | 0.0% | +24.3% | +23.7% |
| 30D | +7.4% | -19.4% | +26.8% | +19.7% |
| 3M | +16.8% | -33.1% | +49.9% | +41.9% |
| 6M | +78.8% | -11.4% | +90.2% | +82.7% |
| YTD | +14.0% | -39.8% | +53.8% | +42.3% |
| 1Y | +16.7% | -50.5% | +67.2% | +61.5% |
| 3Y | +86.4% | +68.9% | +17.5% | +14.1% |
| 5Y | -71.5% | -77.1% | +5.6% | -52.5% |
| All | -26.3% | -48.8% | +22.5% | -34.9% |
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 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