-48.8%
SE vs Q
+19.7%
-68.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.5% | +4.5% |
| 7D | +6.7% | -3.3% | +9.9% | +7.4% |
| 30D | -17.2% | -9.7% | -7.5% | -15.4% |
| 3M | -28.0% | -16.1% | -11.9% | -25.5% |
| 6M | -6.1% | -15.7% | +9.6% | -5.8% |
| YTD | -37.1% | +45.7% | -82.9% | -46.5% |
| 1Y | -48.8% | +18.0% | -66.8% | -53.8% |
| All | -48.8% | +19.7% | -68.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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