-48.8%
SE vs BR
-14.2%
-34.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.4% | +3.8% |
| 7D | +6.7% | +7.0% | -0.3% | +5.3% |
| 30D | -17.2% | +19.0% | -36.2% | -20.4% |
| 3M | -28.0% | +13.1% | -41.1% | -30.1% |
| 6M | -6.1% | +24.6% | -30.7% | -11.6% |
| YTD | -37.1% | -13.6% | -23.5% | -38.5% |
| 1Y | -48.8% | -13.1% | -35.6% | -48.8% |
| All | -48.8% | -14.2% | -34.5% | -48.8% |
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