-66.1%
SE vs COMP
-52.8%
-13.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.3% | +2.2% |
| 7D | +6.7% | +9.5% | -2.8% | +3.8% |
| 30D | -17.2% | +8.1% | -25.3% | -19.6% |
| 3M | -28.0% | -16.3% | -11.7% | -24.9% |
| 6M | -6.1% | +42.2% | -48.3% | -17.8% |
| YTD | -37.1% | -5.0% | -32.1% | -39.0% |
| 1Y | -48.8% | +20.1% | -68.9% | -53.9% |
| 3Y | +79.0% | +358.4% | -279.4% | -13.0% |
| 5Y | -77.5% | -21.9% | -55.6% | -81.2% |
| All | -66.1% | -52.8% | -13.3% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling