-46.2%
SE vs BAX
+38.8%
-85.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -20.9% | +4.1% | -25.0% | -21.9% |
| 3M | -38.9% | -4.5% | -34.3% | -38.4% |
| 6M | -19.4% | +49.2% | -68.7% | -29.1% |
| YTD | -40.9% | +35.2% | -76.2% | -45.5% |
| 1Y | -46.2% | +38.3% | -84.5% | -50.5% |
| All | -46.2% | +38.8% | -85.0% | -50.5% |
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