-46.2%
SE vs COMP
+7.7%
-53.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | -20.9% | +16.6% | -37.5% | -24.5% |
| 3M | -38.9% | -23.5% | -15.4% | -34.7% |
| 6M | -19.4% | +25.7% | -45.2% | -24.9% |
| YTD | -40.9% | -3.4% | -37.5% | -44.6% |
| 1Y | -46.2% | +7.6% | -53.8% | -51.6% |
| All | -46.2% | +7.7% | -53.9% | -51.6% |
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