-45.9%
SE vs NI
+4.4%
-50.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.4% |
| 7D | -5.2% | 0.0% | -5.3% | -5.2% |
| 30D | -17.1% | -1.4% | -15.7% | -17.2% |
| 3M | +24.0% | -10.6% | +34.6% | +21.2% |
| 6M | +21.0% | -9.3% | +30.3% | +18.0% |
| YTD | -16.7% | +1.1% | -17.9% | -20.9% |
| 1Y | -45.9% | +3.4% | -49.3% | -48.8% |
| All | -45.9% | +4.4% | -50.4% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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