-48.8%
SE vs USFR
+4.1%
-52.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +6.7% | +0.1% | +6.6% | +7.7% |
| 30D | -17.2% | +0.4% | -17.6% | -13.5% |
| 3M | -28.0% | +1.1% | -29.1% | -17.4% |
| 6M | -6.1% | +2.0% | -8.1% | +16.9% |
| YTD | -37.1% | +3.4% | -40.5% | -34.7% |
| 1Y | -48.8% | +4.1% | -52.9% | -63.5% |
| All | -48.8% | +4.1% | -52.9% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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