-15.9%
SE vs Z
-34.5%
+18.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.7% |
| 7D | +2.0% | -4.6% | +6.6% | +3.2% |
| 30D | -20.0% | +8.3% | -28.3% | -22.4% |
| 3M | -31.8% | -11.6% | -20.2% | -29.7% |
| 6M | -15.9% | -33.6% | +17.8% | +8.3% |
| All | -15.9% | -34.5% | +18.6% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling