-7.4%
T vs SE
-53.5%
+46.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.1% | +1.3% |
| 7D | +2.0% | -7.7% | +9.7% | +1.6% |
| 30D | -1.0% | -22.8% | +21.8% | -2.4% |
| 3M | -8.1% | -43.7% | +35.6% | -10.8% |
| 6M | -8.3% | -12.8% | +4.5% | -7.7% |
| YTD | -6.1% | -42.0% | +35.9% | -9.3% |
| 1Y | -7.4% | -48.0% | +40.6% | -10.3% |
| All | -7.4% | -53.5% | +46.1% | -10.3% |
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