+365.1%
SE vs P
+462.9%
-97.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -16.4% | +10.7% | -0.6% |
| 7D | -1.2% | -31.9% | +30.7% | +10.4% |
| 30D | -21.7% | -36.5% | +14.9% | -11.1% |
| 3M | -34.2% | +11.6% | -45.8% | -38.7% |
| 6M | -10.5% | +25.2% | -35.7% | -22.2% |
| YTD | -40.7% | +39.4% | -80.2% | -51.2% |
| 1Y | -52.1% | -3.7% | -48.4% | -56.0% |
| 3Y | +68.9% | +167.3% | -98.4% | -4.7% |
| 5Y | -78.9% | +237.3% | -316.2% | -89.2% |
| All | +365.1% | +462.9% | -97.8% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling