-6.1%
SE vs PL
-65.8%
+59.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.4% | +10.8% | +5.1% |
| 7D | +6.7% | -11.7% | +18.4% | +7.9% |
| 30D | -17.2% | -27.1% | +9.9% | -14.7% |
| 3M | -28.0% | -44.6% | +16.5% | -23.6% |
| 6M | -6.1% | -67.2% | +61.1% | +8.6% |
| All | -6.1% | -65.8% | +59.7% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling