+271.5%
V vs SE
+589.8%
-318.3%
-36.4%
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% | -0.8% |
| 7D | -1.7% | -6.1% | +4.4% | -0.9% |
| 30D | +2.0% | -2.5% | +4.4% | +2.0% |
| 3M | +17.4% | +21.7% | -4.4% | +13.6% |
| 6M | +17.5% | +27.0% | -9.5% | +12.5% |
| YTD | +7.6% | -12.1% | +19.7% | +8.1% |
| 1Y | +7.7% | -40.9% | +48.6% | +14.1% |
| 3Y | +54.7% | +191.0% | -136.3% | +25.9% |
| 5Y | +73.0% | -68.3% | +141.3% | +83.2% |
| All | +271.5% | +589.8% | -318.3% | +108.5% |
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