-40.9%
SE vs TRU
-7.3%
-33.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +0.5% |
| 7D | -6.1% | -6.8% | +0.7% | -4.6% |
| 30D | -2.5% | 0.0% | -2.5% | -2.5% |
| 3M | +21.7% | +13.3% | +8.4% | +18.0% |
| 6M | +27.0% | +3.4% | +23.6% | +24.1% |
| YTD | -12.1% | -6.4% | -5.8% | -14.7% |
| 1Y | -40.9% | -9.7% | -31.2% | -42.7% |
| All | -40.9% | -7.3% | -33.6% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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