+70.1%
SE vs COMP
+309.8%
-239.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.2% | +2.5% | -4.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -21.7% | -0.8% | -20.9% | -21.7% |
| 3M | -34.2% | -28.1% | -6.0% | -31.0% |
| 6M | -10.5% | +27.0% | -37.5% | -14.1% |
| YTD | -40.7% | -12.8% | -27.9% | -40.9% |
| 1Y | -52.1% | +4.9% | -57.0% | -53.1% |
| All | +70.1% | +309.8% | -239.7% | +82.1% |
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