+389.6%
BE vs SE
-42.8%
+432.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -1.6% |
| 7D | +23.9% | -3.6% | +27.6% | +25.3% |
| 30D | +27.8% | -5.3% | +33.1% | +29.2% |
| 3M | +3.7% | +28.1% | -24.4% | -6.3% |
| 6M | +78.0% | +20.7% | +57.3% | +62.1% |
| YTD | +209.9% | -14.8% | +224.7% | +254.5% |
| 1Y | +389.6% | -43.6% | +433.2% | +629.4% |
| All | +389.6% | -42.8% | +432.4% | +629.4% |
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