-48.8%
SE vs IR
+11.7%
-60.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.5% |
| 7D | +6.7% | +11.6% | -4.9% | +5.1% |
| 30D | -17.2% | +7.2% | -24.4% | -18.0% |
| 3M | -28.0% | -5.9% | -22.2% | -27.7% |
| 6M | -6.1% | +11.5% | -17.6% | -8.3% |
| YTD | -37.1% | +6.3% | -43.5% | -38.3% |
| 1Y | -48.8% | +9.1% | -57.9% | -49.3% |
| All | -48.8% | +11.7% | -60.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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