-50.5%
SE vs BAX
+47.2%
-97.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | +3.6% | -3.6% | -0.8% |
| 30D | -19.4% | +8.5% | -27.9% | -21.1% |
| 3M | -33.1% | -4.9% | -28.2% | -32.6% |
| 6M | -11.4% | +47.0% | -58.4% | -20.9% |
| YTD | -39.8% | +38.4% | -78.2% | -44.0% |
| 1Y | -50.5% | +49.1% | -99.6% | -53.5% |
| All | -50.5% | +47.2% | -97.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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