-6.5%
C vs SE
-12.1%
+5.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.7% | +0.6% | -4.4% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | -7.3% | -21.7% | +14.3% | -5.5% |
| 3M | -13.5% | -34.2% | +20.7% | -10.7% |
| 6M | -6.5% | -10.5% | +4.0% | -6.0% |
| All | -6.5% | -12.1% | +5.7% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling