-50.5%
SE vs BB
+98.3%
-148.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | 0.0% | +11.6% | -11.6% | -1.1% |
| 30D | -19.4% | +2.6% | -22.0% | -19.7% |
| 3M | -33.1% | +3.5% | -36.6% | -33.6% |
| 6M | -11.4% | +43.5% | -54.9% | -17.3% |
| YTD | -39.8% | +141.2% | -181.0% | -52.0% |
| 1Y | -50.5% | +97.4% | -147.9% | -59.7% |
| All | -50.5% | +98.3% | -148.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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