+11.4%
B vs SE
-53.5%
+64.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.7% |
| 7D | -2.7% | -7.7% | +5.1% | -0.7% |
| 30D | -4.3% | -22.8% | +18.5% | +1.5% |
| 3M | -2.3% | -43.7% | +41.4% | +11.4% |
| 6M | -16.2% | -12.8% | -3.4% | -16.4% |
| YTD | -8.8% | -42.0% | +33.2% | +6.2% |
| 1Y | +11.4% | -48.0% | +59.4% | +36.9% |
| All | +11.4% | -53.5% | +64.8% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling