+99.5%
U vs SE
+64.9%
+34.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +36.6% | +2.0% | +34.6% | +35.1% |
| 30D | +13.3% | -20.0% | +33.3% | +22.3% |
| 3M | +26.2% | -31.8% | +57.9% | +42.9% |
| 6M | +88.7% | -15.9% | +104.6% | +95.3% |
| YTD | +16.6% | -40.6% | +57.2% | +37.5% |
| 1Y | +29.0% | -50.7% | +79.6% | +62.9% |
| 3Y | +99.5% | +70.3% | +29.2% | +85.4% |
| All | +99.5% | +64.9% | +34.6% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling