-10.1%
BA vs SE
+64.9%
-75.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | +2.0% | -0.9% | +0.7% |
| 30D | -7.9% | -20.0% | +12.1% | -4.2% |
| 3M | -25.3% | -31.8% | +6.5% | -20.3% |
| 6M | -24.6% | -15.9% | -8.7% | -23.0% |
| YTD | -20.1% | -40.6% | +20.5% | -13.7% |
| 1Y | -11.8% | -50.7% | +38.9% | -1.4% |
| 3Y | -10.1% | +70.3% | -80.4% | -12.3% |
| All | -10.1% | +64.9% | -75.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling