-40.5%
SE vs Z
-63.3%
+22.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.6% | +2.6% |
| 7D | +0.6% | -3.3% | +3.9% | +1.2% |
| 30D | -0.1% | -3.7% | +3.6% | +0.4% |
| 3M | +34.1% | -7.0% | +41.1% | +34.8% |
| 6M | +23.2% | -29.5% | +52.7% | +28.3% |
| YTD | -11.2% | -52.6% | +41.4% | -5.0% |
| 1Y | -40.5% | -64.0% | +23.5% | -36.7% |
| All | -40.5% | -63.3% | +22.7% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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