-44.2%
SE vs PSX
+101.7%
-145.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -1.1% |
| 7D | -4.8% | +1.5% | -6.3% | -4.5% |
| 30D | -18.1% | +15.8% | -33.9% | -15.8% |
| 3M | +30.6% | +43.0% | -12.4% | +40.4% |
| 6M | +20.8% | +61.1% | -40.3% | +31.0% |
| YTD | -15.6% | +104.5% | -120.1% | -6.9% |
| 1Y | -44.2% | +102.5% | -146.7% | -39.7% |
| All | -44.2% | +101.7% | -145.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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