+213.5%
TER vs SE
-41.4%
+254.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | +11.0% | +0.6% | +10.3% | +10.8% |
| 30D | -1.9% | -0.1% | -1.8% | -2.3% |
| 3M | -0.7% | +34.1% | -34.8% | -9.8% |
| 6M | +36.4% | +23.2% | +13.2% | +26.0% |
| YTD | +92.4% | -11.2% | +103.6% | +98.6% |
| 1Y | +213.5% | -40.5% | +254.1% | +260.4% |
| All | +213.5% | -41.4% | +254.9% | +260.4% |
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