-39.0%
U vs SE
-25.3%
-13.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -3.8% | -6.1% | +2.3% | -0.5% |
| 30D | +17.5% | -2.5% | +19.9% | +17.2% |
| 3M | +38.7% | +21.7% | +17.0% | +21.8% |
| 6M | +104.4% | +27.0% | +77.4% | +72.7% |
| YTD | -5.7% | -12.1% | +6.5% | -3.0% |
| 1Y | +3.7% | -40.9% | +44.6% | +31.7% |
| 3Y | +12.3% | +191.0% | -178.7% | -49.7% |
| 5Y | -68.8% | -68.3% | -0.5% | -56.4% |
| All | -39.0% | -25.3% | -13.8% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling