-27.4%
SEF price history and return analytics
+57.4%
-84.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | +0.8% |
| 7D | -0.9% | +0.4% | -1.2% | -0.3% |
| 30D | -5.5% | -2.6% | -2.9% | -7.4% |
| 3M | 0.0% | -3.2% | +3.2% | -2.6% |
| 6M | -10.3% | +0.9% | -11.2% | -9.1% |
| YTD | -3.3% | +11.3% | -14.6% | +7.9% |
| 1Y | -6.5% | +14.0% | -20.5% | +6.9% |
| 3Y | -35.9% | +75.8% | -111.7% | +15.6% |
| 5Y | -27.4% | +57.8% | -85.2% | +25.9% |
| All | -27.4% | +57.4% | -84.7% | +25.9% |
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