-40.5%
SE vs SM
+46.7%
-87.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.1% | +31.5% | -31.6% | +3.9% |
| 3M | +34.1% | +17.3% | +16.8% | +38.0% |
| 6M | +23.2% | +48.5% | -25.3% | +28.1% |
| YTD | -11.2% | +106.3% | -117.4% | -6.2% |
| 1Y | -40.5% | +47.3% | -87.8% | -34.9% |
| All | -40.5% | +46.7% | -87.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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