-50.5%
SE vs A
+22.0%
-72.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | 0.0% | +1.4% | -1.3% | -0.2% |
| 30D | -19.4% | +4.3% | -23.7% | -19.8% |
| 3M | -33.1% | +19.8% | -52.9% | -34.8% |
| 6M | -11.4% | +54.4% | -65.8% | -17.1% |
| YTD | -39.8% | +31.7% | -71.5% | -41.2% |
| 1Y | -50.5% | +22.4% | -72.9% | -51.8% |
| All | -50.5% | +22.0% | -72.4% | -51.8% |
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