-40.9%
SE vs USFR
+4.0%
-44.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -6.1% | +0.1% | -6.2% | -5.7% |
| 30D | -2.5% | +0.3% | -2.8% | -0.6% |
| 3M | +21.7% | +1.0% | +20.7% | +25.3% |
| 6M | +27.0% | +1.9% | +25.1% | +25.0% |
| YTD | -12.1% | +2.6% | -14.7% | -27.0% |
| 1Y | -40.9% | +4.0% | -44.9% | -63.8% |
| All | -40.9% | +4.0% | -44.9% | -63.8% |
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