-40.9%
SE vs AS
-21.9%
-19.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -2.0% |
| 7D | -6.1% | -4.9% | -1.2% | -4.6% |
| 30D | -2.5% | -19.6% | +17.1% | +4.1% |
| 3M | +21.7% | -14.4% | +36.1% | +26.4% |
| 6M | +27.0% | -20.1% | +47.1% | +33.4% |
| YTD | -12.1% | -20.9% | +8.8% | -6.6% |
| 1Y | -40.9% | -21.9% | -19.1% | -37.3% |
| All | -40.9% | -21.9% | -19.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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