-50.5%
SE vs COMP
+16.2%
-66.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | +0.3% |
| 7D | 0.0% | +7.2% | -7.1% | -1.8% |
| 30D | -19.4% | +6.4% | -25.8% | -21.0% |
| 3M | -33.1% | -19.4% | -13.7% | -29.8% |
| 6M | -11.4% | +14.6% | -26.0% | -15.3% |
| YTD | -39.8% | -5.5% | -34.3% | -42.6% |
| 1Y | -50.5% | +13.7% | -64.1% | -52.4% |
| All | -50.5% | +16.2% | -66.6% | -52.4% |
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