-40.9%
SE vs EL
+14.8%
-55.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.4% |
| 7D | -6.1% | +0.8% | -6.9% | -6.2% |
| 30D | -2.5% | +19.8% | -22.3% | -5.9% |
| 3M | +21.7% | +25.7% | -4.0% | +16.2% |
| 6M | +27.0% | +5.4% | +21.6% | +20.8% |
| YTD | -12.1% | +0.2% | -12.3% | -17.4% |
| 1Y | -40.9% | +20.4% | -61.4% | -44.7% |
| All | -40.9% | +14.8% | -55.7% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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