-49.7%
SE vs S
+38.4%
-88.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +1.7% |
| 7D | +3.3% | +1.6% | +1.7% | +3.0% |
| 30D | -18.2% | -10.5% | -7.7% | -17.1% |
| 3M | -31.3% | +9.9% | -41.2% | -33.0% |
| 6M | -10.1% | +41.8% | -51.9% | -17.5% |
| YTD | -38.9% | +56.8% | -95.7% | -45.8% |
| All | -49.7% | +38.4% | -88.1% | -55.0% |
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