-40.5%
SE vs EW
+7.6%
-48.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +3.0% |
| 7D | +0.6% | -4.4% | +5.0% | +3.0% |
| 30D | -0.1% | -3.3% | +3.3% | +1.9% |
| 3M | +34.1% | +1.0% | +33.1% | +33.0% |
| 6M | +23.2% | +6.2% | +17.0% | +18.6% |
| YTD | -11.2% | +1.7% | -12.9% | -13.2% |
| 1Y | -40.5% | +8.1% | -48.6% | -44.7% |
| All | -40.5% | +7.6% | -48.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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