-40.9%
SE vs S
+10.1%
-51.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.1% | -7.7% | +1.6% | -4.8% |
| 30D | -2.5% | -5.3% | +2.9% | -2.1% |
| 3M | +21.7% | +20.3% | +1.5% | +15.1% |
| 6M | +27.0% | +47.4% | -20.4% | +12.9% |
| YTD | -12.1% | +32.5% | -44.7% | -19.9% |
| 1Y | -40.9% | +9.5% | -50.4% | -43.6% |
| All | -40.9% | +10.1% | -51.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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