+33.9%
TER vs SE
-49.0%
+82.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.8% | +12.1% |
| 7D | -5.8% | +3.3% | -9.0% | -6.1% |
| 30D | -38.9% | -18.2% | -20.8% | -36.6% |
| 3M | -35.1% | -31.3% | -3.9% | -30.8% |
| 6M | -31.6% | -10.1% | -21.5% | -33.8% |
| YTD | +27.2% | -38.9% | +66.1% | +43.8% |
| All | +33.9% | -49.0% | +82.9% | +67.2% |
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