-0.3%
SPOT vs SE
-48.0%
+47.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.1% | +3.7% |
| 7D | +16.6% | +6.7% | +9.9% | +15.1% |
| 30D | +29.9% | -17.2% | +47.1% | +35.0% |
| 3M | +31.3% | -28.0% | +59.3% | +39.8% |
| 6M | +43.2% | -6.1% | +49.3% | +41.2% |
| YTD | +8.1% | -37.1% | +45.2% | +17.7% |
| 1Y | -0.3% | -48.8% | +48.5% | +12.2% |
| All | -0.3% | -48.0% | +47.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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