+70.3%
SE vs COMP
+353.8%
-283.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -1.5% |
| 7D | +2.0% | +13.4% | -11.4% | 0.0% |
| 30D | -20.0% | +11.1% | -31.1% | -21.6% |
| 3M | -31.8% | -18.8% | -12.9% | -29.9% |
| 6M | -15.9% | +10.5% | -26.4% | -17.7% |
| YTD | -40.6% | -3.4% | -37.2% | -41.8% |
| 1Y | -50.7% | +19.7% | -70.4% | -52.8% |
| 3Y | +70.3% | +381.6% | -311.3% | +79.3% |
| All | +70.3% | +353.8% | -283.5% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling