+589.4%
SE vs A
+139.9%
+449.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.3% |
| 7D | -6.1% | -1.9% | -4.2% | -4.8% |
| 30D | -2.5% | +6.9% | -9.4% | -7.0% |
| 3M | +21.7% | +9.2% | +12.5% | +13.4% |
| 6M | +27.0% | +25.7% | +1.3% | +4.6% |
| YTD | -12.1% | +11.5% | -23.7% | -21.3% |
| 1Y | -40.9% | +18.4% | -59.3% | -50.2% |
| 3Y | +191.0% | +26.6% | +164.4% | +112.2% |
| 5Y | -68.3% | -12.8% | -55.5% | -67.7% |
| All | +589.4% | +139.9% | +449.4% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling