-72.4%
SE vs S
-52.7%
-19.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +2.0% | -13.4% | +15.4% | +7.8% |
| 30D | -20.0% | -14.0% | -6.0% | -15.8% |
| 3M | -31.8% | +4.9% | -36.6% | -35.2% |
| 6M | -15.9% | +42.0% | -57.9% | -30.6% |
| YTD | -40.6% | +45.1% | -85.8% | -52.4% |
| 1Y | -50.7% | +33.1% | -83.8% | -59.3% |
| 3Y | +70.3% | +40.6% | +29.7% | +19.2% |
| 5Y | -78.8% | -67.5% | -11.4% | -76.2% |
| All | -72.4% | -52.7% | -19.7% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling