-25.9%
SPOT vs SE
-43.9%
+18.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -6.9% | -4.8% | -2.1% | -5.9% |
| 30D | +4.1% | -18.1% | +22.3% | +8.7% |
| 3M | +3.7% | +30.6% | -26.9% | -3.9% |
| 6M | -1.6% | +20.8% | -22.4% | -7.5% |
| YTD | -10.2% | -15.6% | +5.4% | -8.5% |
| 1Y | -25.9% | -44.2% | +18.3% | -20.3% |
| All | -25.9% | -43.9% | +18.0% | -20.3% |
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