+70.3%
SE vs ALB
-16.8%
+87.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +2.0% | +9.1% | -7.1% | +1.0% |
| 30D | -20.0% | -3.4% | -16.6% | -19.8% |
| 3M | -31.8% | -20.6% | -11.2% | -30.3% |
| 6M | -15.9% | -48.2% | +32.3% | -10.2% |
| YTD | -40.6% | -29.2% | -11.4% | -39.3% |
| 1Y | -50.7% | +10.0% | -60.7% | -52.1% |
| 3Y | +70.3% | -12.9% | +83.2% | +61.7% |
| All | +70.3% | -16.8% | +87.1% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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