-46.2%
SE vs S
+30.9%
-77.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | +2.0% | -2.5% | -0.9% |
| 30D | -20.9% | -2.7% | -18.2% | -20.8% |
| 3M | -38.9% | -6.9% | -32.0% | -38.5% |
| 6M | -19.4% | +38.1% | -57.5% | -25.8% |
| YTD | -40.9% | +48.0% | -88.9% | -47.1% |
| 1Y | -46.2% | +34.5% | -80.7% | -51.6% |
| All | -46.2% | +30.9% | -77.1% | -51.6% |
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