-40.5%
SE vs S
+4.5%
-45.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | +0.6% | -5.8% | +6.4% | +1.7% |
| 30D | -0.1% | -9.2% | +9.1% | +1.1% |
| 3M | +34.1% | +23.4% | +10.8% | +26.1% |
| 6M | +23.2% | +36.9% | -13.7% | +11.4% |
| YTD | -11.2% | +29.5% | -40.7% | -18.7% |
| 1Y | -40.5% | +5.4% | -46.0% | -42.7% |
| All | -40.5% | +4.5% | -45.0% | -42.7% |
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