-48.0%
SE vs A
+16.3%
-64.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -22.3% | +0.8% | -23.1% | -22.3% |
| 3M | -41.8% | +16.9% | -58.7% | -43.2% |
| 6M | -22.4% | +53.8% | -76.2% | -28.2% |
| YTD | -41.6% | +28.1% | -69.7% | -42.5% |
| 1Y | -48.0% | +15.0% | -63.1% | -48.1% |
| All | -48.0% | +16.3% | -64.3% | -48.1% |
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