+318.1%
V vs SE
+379.8%
-61.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.5% |
| 7D | -0.8% | +3.3% | -4.1% | -1.2% |
| 30D | +9.5% | -18.2% | +27.7% | +12.4% |
| 3M | +16.7% | -31.3% | +47.9% | +22.3% |
| 6M | +32.9% | -10.1% | +43.1% | +33.6% |
| YTD | +21.1% | -38.9% | +60.0% | +27.7% |
| 1Y | +26.6% | -48.0% | +74.6% | +36.3% |
| 3Y | +78.4% | +78.8% | -0.5% | +55.7% |
| 5Y | +105.5% | -77.1% | +182.6% | +127.4% |
| All | +318.1% | +379.8% | -61.6% | +146.2% |
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 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