-48.8%
SE vs DGX
+45.0%
-93.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +4.8% |
| 7D | +6.7% | +4.1% | +2.6% | +7.0% |
| 30D | -17.2% | +10.5% | -27.7% | -16.3% |
| 3M | -28.0% | +9.8% | -37.8% | -27.3% |
| 6M | -6.1% | +34.6% | -40.7% | -3.3% |
| YTD | -37.1% | +49.8% | -87.0% | -32.8% |
| 1Y | -48.8% | +46.0% | -94.8% | -46.0% |
| All | -48.8% | +45.0% | -93.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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