-44.2%
SE vs A
+14.6%
-58.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -4.8% | -4.6% | -0.2% | -4.1% |
| 30D | -18.1% | -4.3% | -13.9% | -17.6% |
| 3M | +30.6% | +8.9% | +21.7% | +29.2% |
| 6M | +20.8% | +24.5% | -3.7% | +16.8% |
| YTD | -15.6% | +5.8% | -21.4% | -15.7% |
| 1Y | -44.2% | +16.2% | -60.4% | -44.7% |
| All | -44.2% | +14.6% | -58.8% | -44.7% |
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