-48.8%
SE vs NDAQ
+28.8%
-77.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.7% |
| 7D | +6.7% | +3.9% | +2.7% | +5.4% |
| 30D | -17.2% | +19.0% | -36.2% | -21.9% |
| 3M | -28.0% | +17.6% | -45.6% | -31.9% |
| 6M | -6.1% | +21.0% | -27.1% | -13.3% |
| YTD | -37.1% | +14.1% | -51.2% | -41.1% |
| 1Y | -48.8% | +29.4% | -78.2% | -51.9% |
| All | -48.8% | +28.8% | -77.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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