-50.5%
SE vs S
+37.8%
-88.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | 0.0% | +1.4% | -1.3% | -0.2% |
| 30D | -19.4% | -10.8% | -8.6% | -18.2% |
| 3M | -33.1% | +5.4% | -38.5% | -34.2% |
| 6M | -11.4% | +41.2% | -52.7% | -18.7% |
| YTD | -39.8% | +56.2% | -96.0% | -46.6% |
| 1Y | -50.5% | +36.3% | -86.8% | -55.6% |
| All | -50.5% | +37.8% | -88.3% | -55.6% |
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