-68.8%
U vs SE
-67.8%
-1.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -3.8% | -6.1% | +2.3% | -0.4% |
| 30D | +17.5% | -2.5% | +19.9% | +17.2% |
| 3M | +38.7% | +21.7% | +17.0% | +21.7% |
| 6M | +104.4% | +27.0% | +77.4% | +72.4% |
| YTD | -5.7% | -12.1% | +6.5% | -3.0% |
| 1Y | +3.7% | -40.9% | +44.6% | +32.1% |
| 3Y | +12.3% | +191.0% | -178.7% | -50.5% |
| All | -68.8% | -67.8% | -1.0% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling