-48.0%
SE vs P
+17.1%
-65.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.1% |
| 7D | -7.7% | -4.7% | -3.0% | -7.4% |
| 30D | -22.8% | -31.4% | +8.6% | -20.2% |
| 3M | -43.7% | -2.6% | -41.1% | -44.1% |
| 6M | -12.8% | +21.9% | -34.8% | -16.1% |
| YTD | -42.0% | +58.9% | -100.9% | -47.0% |
| 1Y | -48.0% | +21.7% | -69.7% | -51.0% |
| All | -48.0% | +17.1% | -65.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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