-11.9%
BA vs SE
-47.8%
+35.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -7.1% | -20.9% | +13.8% | -3.6% |
| 3M | -25.5% | -38.9% | +13.3% | -19.3% |
| 6M | -28.7% | -19.4% | -9.3% | -26.9% |
| YTD | -21.0% | -40.9% | +19.9% | -16.0% |
| 1Y | -11.9% | -46.2% | +34.3% | -4.0% |
| All | -11.9% | -47.8% | +35.9% | -4.0% |
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