-40.9%
SE vs M
+46.1%
-87.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -6.1% | +4.7% | -10.8% | -6.7% |
| 30D | -2.5% | -9.6% | +7.2% | -1.1% |
| 3M | +21.7% | +0.9% | +20.9% | +20.5% |
| 6M | +27.0% | +22.3% | +4.7% | +21.1% |
| YTD | -12.1% | +6.5% | -18.7% | -15.0% |
| 1Y | -40.9% | +38.8% | -79.7% | -45.0% |
| All | -40.9% | +46.1% | -87.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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