-46.2%
SE vs A
+17.3%
-63.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -20.9% | 0.0% | -20.9% | -20.8% |
| 3M | -38.9% | +16.7% | -55.6% | -40.3% |
| 6M | -19.4% | +54.8% | -74.2% | -25.3% |
| YTD | -40.9% | +28.8% | -69.7% | -41.8% |
| 1Y | -46.2% | +19.3% | -65.5% | -46.7% |
| All | -46.2% | +17.3% | -63.5% | -46.7% |
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