-40.5%
SE vs IR
-7.1%
-33.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -0.1% | -13.6% | +13.5% | +1.9% |
| 3M | +34.1% | +3.7% | +30.5% | +31.9% |
| 6M | +23.2% | -13.1% | +36.3% | +23.9% |
| YTD | -11.2% | -5.1% | -6.0% | -12.2% |
| 1Y | -40.5% | -6.5% | -34.1% | -40.4% |
| All | -40.5% | -7.1% | -33.4% | -40.4% |
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