+25.3%
U vs SE
-48.7%
+74.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +2.8% | -1.5% | +4.3% | +3.2% |
| 30D | +7.6% | -22.3% | +29.9% | +15.7% |
| 3M | +12.7% | -41.8% | +54.5% | +32.1% |
| 6M | +87.0% | -22.4% | +109.4% | +96.2% |
| YTD | +13.6% | -41.6% | +55.2% | +35.1% |
| 1Y | +25.3% | -48.0% | +73.3% | +53.5% |
| All | +25.3% | -48.7% | +74.0% | +53.5% |
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