-78.0%
SE vs A
+15.4%
-93.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | +2.0% | -0.1% | +2.1% | +2.1% |
| 30D | -20.0% | +3.4% | -23.4% | -21.7% |
| 3M | -31.8% | +23.8% | -55.6% | -40.6% |
| 6M | -15.9% | +49.0% | -64.9% | -36.4% |
| YTD | -40.6% | +29.4% | -70.0% | -50.9% |
| 1Y | -50.7% | +19.4% | -70.1% | -57.0% |
| 3Y | +70.3% | +66.2% | +4.1% | -1.6% |
| All | -78.0% | +15.4% | -93.4% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling