-48.0%
SE vs IT
-17.7%
-30.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | -3.7% | +2.2% | -1.2% |
| 30D | -22.3% | -3.1% | -19.2% | -22.6% |
| 3M | -41.8% | +6.3% | -48.2% | -42.7% |
| 6M | -22.4% | +24.8% | -47.2% | -25.4% |
| YTD | -41.6% | -24.4% | -17.2% | -43.0% |
| 1Y | -48.0% | -17.1% | -30.9% | -48.8% |
| All | -48.0% | -17.7% | -30.4% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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