+318.6%
V vs SE
+366.0%
-47.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.2% | +2.0% | +0.2% | +1.9% |
| 30D | +13.6% | -20.0% | +33.6% | +17.0% |
| 3M | +14.3% | -31.8% | +46.1% | +19.9% |
| 6M | +33.1% | -15.9% | +49.0% | +35.0% |
| YTD | +21.2% | -40.6% | +61.9% | +28.4% |
| 1Y | +26.4% | -50.7% | +77.1% | +37.1% |
| 3Y | +77.6% | +70.3% | +7.3% | +56.1% |
| 5Y | +102.6% | -78.8% | +181.4% | +126.9% |
| All | +318.6% | +366.0% | -47.4% | +147.5% |
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