-48.8%
SE vs ALL
+42.7%
-91.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +5.0% |
| 7D | +6.7% | +7.5% | -0.9% | +8.3% |
| 30D | -17.2% | +19.7% | -36.9% | -14.1% |
| 3M | -28.0% | +2.9% | -30.9% | -27.5% |
| 6M | -6.1% | +23.5% | -29.6% | -2.5% |
| YTD | -37.1% | +31.1% | -68.3% | -34.6% |
| 1Y | -48.8% | +40.5% | -89.2% | -41.6% |
| All | -48.8% | +42.7% | -91.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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