-78.0%
SE vs IR
+44.3%
-122.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.8% |
| 7D | +2.0% | +3.7% | -1.7% | -0.3% |
| 30D | -20.0% | +7.4% | -27.4% | -23.9% |
| 3M | -31.8% | -5.9% | -25.8% | -29.4% |
| 6M | -15.9% | +5.6% | -21.4% | -20.8% |
| YTD | -40.6% | +4.8% | -45.5% | -45.5% |
| 1Y | -50.7% | +6.9% | -57.6% | -55.8% |
| 3Y | +70.3% | +27.6% | +42.7% | +12.4% |
| All | -78.0% | +44.3% | -122.3% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling