+63.7%
SE vs P
+197.6%
-133.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | -0.5% | +11.6% | -12.1% | -2.6% |
| 30D | -20.9% | -23.7% | +2.7% | -17.4% |
| 3M | -38.9% | -8.0% | -30.9% | -39.0% |
| 6M | -19.4% | +27.9% | -47.3% | -25.8% |
| YTD | -40.9% | +61.2% | -102.1% | -49.3% |
| 1Y | -46.2% | +28.6% | -74.8% | -52.0% |
| 3Y | +63.7% | +200.5% | -136.8% | +30.2% |
| All | +63.7% | +197.6% | -133.9% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling