+214.2%
ARM vs SE
+87.6%
+126.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +19.8% | -1.5% | +21.3% | +20.3% |
| 30D | -21.8% | -22.3% | +0.5% | -13.9% |
| 3M | -26.5% | -41.8% | +15.3% | -10.1% |
| 6M | -3.9% | -22.4% | +18.5% | +2.9% |
| YTD | +82.8% | -41.6% | +124.3% | +116.2% |
| 1Y | +34.3% | -48.0% | +82.3% | +66.6% |
| 3Y | +282.2% | +63.9% | +218.4% | +214.6% |
| All | +214.2% | +87.6% | +126.6% | +143.9% |
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