-30.3%
SEF price history and return analytics
+66.2%
-96.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +0.9% |
| 7D | -0.2% | +1.0% | -1.2% | +0.7% |
| 30D | +0.8% | -0.2% | +1.1% | +0.6% |
| 3M | -8.5% | +4.5% | -13.0% | -4.6% |
| 6M | -10.5% | +14.1% | -24.5% | +1.5% |
| YTD | -2.4% | +14.8% | -17.2% | +11.6% |
| 1Y | -4.5% | +21.2% | -25.7% | +15.3% |
| 3Y | -33.4% | +76.6% | -110.0% | +20.4% |
| 5Y | -30.3% | +66.6% | -96.9% | +27.1% |
| All | -30.3% | +66.2% | -96.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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