+3.5%
B vs SE
-48.7%
+52.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -6.2% | -1.5% | -4.7% | -5.8% |
| 30D | -6.6% | -22.3% | +15.7% | -1.1% |
| 3M | -7.9% | -41.8% | +34.0% | +4.1% |
| 6M | -16.8% | -22.4% | +5.6% | -13.7% |
| YTD | -11.7% | -41.6% | +29.9% | +2.4% |
| 1Y | +3.5% | -48.0% | +51.5% | +27.1% |
| All | +3.5% | -48.7% | +52.2% | +27.1% |
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