-50.5%
SE vs Z
-60.5%
+10.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.3% |
| 7D | 0.0% | -6.5% | +6.5% | +1.6% |
| 30D | -19.4% | -0.1% | -19.3% | -19.8% |
| 3M | -33.1% | -14.1% | -19.0% | -31.2% |
| 6M | -11.4% | -30.1% | +18.6% | -5.8% |
| YTD | -39.8% | -57.5% | +17.7% | -32.5% |
| 1Y | -50.5% | -60.3% | +9.9% | -44.0% |
| All | -50.5% | -60.5% | +10.1% | -44.0% |
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