-68.4%
U vs SE
-78.9%
+10.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +36.6% | +2.0% | +34.6% | +34.4% |
| 30D | +13.3% | -20.0% | +33.3% | +27.0% |
| 3M | +26.2% | -31.8% | +57.9% | +52.0% |
| 6M | +88.7% | -15.9% | +104.6% | +98.4% |
| YTD | +16.6% | -40.6% | +57.2% | +47.1% |
| 1Y | +29.0% | -50.7% | +79.6% | +79.8% |
| 3Y | +99.5% | +70.3% | +29.2% | +19.3% |
| All | -68.4% | -78.9% | +10.4% | -30.4% |
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 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