-48.0%
SE vs M
+25.7%
-73.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.5% |
| 7D | -7.7% | -3.3% | -4.4% | -7.2% |
| 30D | -22.8% | +8.1% | -30.9% | -23.7% |
| 3M | -43.7% | +2.2% | -46.0% | -44.0% |
| 6M | -12.8% | +35.1% | -47.9% | -18.1% |
| YTD | -42.0% | +15.8% | -57.8% | -44.7% |
| 1Y | -48.0% | +25.8% | -73.8% | -51.0% |
| All | -48.0% | +25.7% | -73.7% | -51.0% |
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