-6.4%
T vs SE
-48.0%
+41.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +2.3% |
| 7D | +5.5% | +6.7% | -1.2% | +5.8% |
| 30D | -8.9% | -17.2% | +8.3% | -9.9% |
| 3M | -5.6% | -28.0% | +22.5% | -7.1% |
| 6M | -14.3% | -6.1% | -8.2% | -13.4% |
| YTD | -7.9% | -37.1% | +29.2% | -10.8% |
| 1Y | -6.4% | -48.8% | +42.3% | -10.4% |
| All | -6.4% | -48.0% | +41.6% | -10.4% |
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