+70.3%
SE vs A
+64.2%
+6.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | +2.0% | -0.1% | +2.1% | +2.1% |
| 30D | -20.0% | +3.4% | -23.4% | -20.6% |
| 3M | -31.8% | +23.8% | -55.6% | -35.4% |
| 6M | -15.9% | +49.0% | -64.9% | -24.7% |
| YTD | -40.6% | +29.4% | -70.0% | -44.6% |
| 1Y | -50.7% | +19.4% | -70.1% | -52.9% |
| 3Y | +70.3% | +66.2% | +4.1% | +85.8% |
| All | +70.3% | +64.2% | +6.1% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling