-59.2%
SE vs S
-56.8%
-2.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -6.1% | -7.7% | +1.6% | -3.2% |
| 30D | -2.5% | -5.3% | +2.9% | -1.5% |
| 3M | +21.7% | +20.3% | +1.5% | +10.6% |
| 6M | +27.0% | +47.4% | -20.4% | +3.7% |
| YTD | -12.1% | +32.5% | -44.7% | -25.4% |
| 1Y | -40.9% | +9.5% | -50.4% | -46.2% |
| 3Y | +191.0% | +15.5% | +175.5% | +125.8% |
| 5Y | -68.3% | -71.2% | +2.9% | -62.5% |
| All | -59.2% | -56.8% | -2.4% | -54.3% |
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