-48.8%
SE vs A
+24.4%
-73.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.3% |
| 7D | +6.7% | -2.4% | +9.0% | +7.0% |
| 30D | -17.2% | +3.6% | -20.8% | -17.6% |
| 3M | -28.0% | +27.5% | -55.5% | -30.4% |
| 6M | -6.1% | +58.5% | -64.6% | -12.7% |
| YTD | -37.1% | +31.2% | -68.3% | -38.5% |
| 1Y | -48.8% | +22.2% | -71.0% | -50.0% |
| All | -48.8% | +24.4% | -73.2% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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