+631.2%
AMAT vs SE
+372.6%
+258.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -2.5% | 0.0% | -2.5% | -2.3% |
| 30D | -26.5% | -19.4% | -7.2% | -22.4% |
| 3M | -28.6% | -33.1% | +4.5% | -21.5% |
| 6M | -14.2% | -11.4% | -2.8% | -13.6% |
| YTD | +45.5% | -39.8% | +85.3% | +60.8% |
| 1Y | +59.3% | -50.5% | +109.8% | +84.9% |
| 3Y | +153.1% | +68.9% | +84.2% | +106.5% |
| 5Y | +158.2% | -77.1% | +235.2% | +212.0% |
| All | +631.2% | +372.6% | +258.5% | +349.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling