+16.4%
B vs SE
-49.7%
+66.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.8% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | -3.3% | -19.4% | +16.0% | +1.1% |
| 3M | -2.5% | -33.1% | +30.6% | +5.6% |
| 6M | -7.2% | -11.4% | +4.2% | -7.4% |
| YTD | -7.4% | -39.8% | +32.4% | +4.5% |
| 1Y | +16.4% | -50.5% | +66.9% | +39.9% |
| All | +16.4% | -49.7% | +66.2% | +39.9% |
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