-52.0%
SE vs Q
+75.8%
-127.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | 0.0% | +4.0% | -4.0% | -0.9% |
| 30D | -19.4% | -2.3% | -17.0% | -19.1% |
| 3M | -33.1% | -7.9% | -25.2% | -32.2% |
| 6M | -11.4% | -16.0% | +4.5% | -10.7% |
| YTD | -39.8% | +51.7% | -91.5% | -49.1% |
| 1Y | -50.5% | +28.3% | -78.8% | -56.3% |
| All | -52.0% | +75.8% | -127.9% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling