-50.5%
SE vs PL
+7.9%
-58.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | 0.0% | +5.6% | -5.6% | -0.7% |
| 30D | -19.4% | -16.9% | -2.4% | -18.4% |
| 3M | -33.1% | -38.2% | +5.1% | -30.7% |
| 6M | -11.4% | -63.4% | +52.0% | -5.0% |
| YTD | -39.8% | -27.6% | -12.2% | -41.4% |
| 1Y | -50.5% | +6.6% | -57.0% | -54.7% |
| All | -50.5% | +7.9% | -58.3% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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