-40.9%
SE vs BR
-29.1%
-11.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.1% |
| 7D | -6.1% | -5.3% | -0.8% | -4.8% |
| 30D | -2.5% | +6.4% | -8.9% | -4.2% |
| 3M | +21.7% | +13.6% | +8.1% | +16.6% |
| 6M | +27.0% | -6.7% | +33.7% | +25.9% |
| YTD | -12.1% | -21.1% | +9.0% | -8.4% |
| 1Y | -40.9% | -29.6% | -11.4% | -35.6% |
| All | -40.9% | -29.1% | -11.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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