+43.2%
TER vs SE
-48.0%
+91.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.5% | -11.3% | -7.6% |
| 7D | -19.9% | +6.7% | -26.5% | -20.9% |
| 30D | -43.5% | -17.2% | -26.3% | -41.6% |
| 3M | -37.8% | -28.0% | -9.7% | -34.4% |
| 6M | -25.6% | -6.1% | -19.5% | -29.0% |
| YTD | +29.8% | -37.1% | +67.0% | +46.1% |
| 1Y | +43.2% | -48.8% | +91.9% | +80.8% |
| All | +43.2% | -48.0% | +91.2% | +80.8% |
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