-50.7%
SE vs AS
+0.9%
-51.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +2.0% | +6.9% | -4.9% | -0.3% |
| 30D | -20.0% | +16.0% | -36.0% | -24.1% |
| 3M | -31.8% | -12.8% | -18.9% | -29.0% |
| 6M | -15.9% | -15.4% | -0.5% | -11.6% |
| YTD | -40.6% | -15.7% | -24.9% | -37.6% |
| 1Y | -50.7% | +6.1% | -56.8% | -53.7% |
| All | -50.7% | +0.9% | -51.6% | -53.7% |
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