-48.8%
SE vs COMP
+23.8%
-72.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.3% | +2.6% |
| 7D | +6.7% | +9.5% | -2.8% | +4.3% |
| 30D | -17.2% | +8.1% | -25.3% | -19.1% |
| 3M | -28.0% | -16.3% | -11.7% | -25.0% |
| 6M | -6.1% | +42.2% | -48.3% | -15.1% |
| YTD | -37.1% | -5.0% | -32.1% | -40.1% |
| 1Y | -48.8% | +20.1% | -68.9% | -52.0% |
| All | -48.8% | +23.8% | -72.6% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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