+267.2%
ALAB vs SE
+33.1%
+234.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +26.9% | -1.5% | +28.4% | +27.6% |
| 30D | -30.0% | -22.3% | -7.7% | -23.4% |
| 3M | -28.5% | -41.8% | +13.3% | -14.1% |
| 6M | +11.4% | -22.4% | +33.8% | +17.1% |
| YTD | +36.9% | -41.6% | +78.5% | +61.1% |
| 1Y | +44.4% | -48.0% | +92.4% | +78.5% |
| All | +267.2% | +33.1% | +234.1% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling