-40.9%
SE vs COMP
+22.2%
-63.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -6.1% | +1.4% | -7.5% | -6.4% |
| 30D | -2.5% | -13.3% | +10.9% | +0.7% |
| 3M | +21.7% | +41.1% | -19.4% | +13.4% |
| 6M | +27.0% | +17.2% | +9.8% | +18.7% |
| YTD | -12.1% | +5.2% | -17.3% | -17.2% |
| 1Y | -40.9% | +18.9% | -59.8% | -44.0% |
| All | -40.9% | +22.2% | -63.1% | -44.0% |
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