-7.6%
SPOT vs SE
-48.7%
+41.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.9% |
| 7D | -2.6% | -1.5% | -1.1% | -2.3% |
| 30D | +13.5% | -22.3% | +35.8% | +19.8% |
| 3M | +22.2% | -41.8% | +64.1% | +38.0% |
| 6M | +38.3% | -22.4% | +60.7% | +43.5% |
| YTD | +3.1% | -41.6% | +44.7% | +16.6% |
| 1Y | -7.6% | -48.0% | +40.4% | +7.2% |
| All | -7.6% | -48.7% | +41.1% | +7.2% |
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