+174.6%
ARM vs SE
+90.7%
+83.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | -15.2% | +2.0% | -17.2% | -15.8% |
| 30D | -40.7% | -20.0% | -20.7% | -35.3% |
| 3M | -39.1% | -31.8% | -7.3% | -30.4% |
| 6M | -26.4% | -15.9% | -10.5% | -24.0% |
| YTD | +59.7% | -40.6% | +100.4% | +88.1% |
| 1Y | +10.3% | -50.7% | +61.0% | +40.2% |
| 3Y | +228.9% | +70.3% | +158.6% | +167.2% |
| All | +174.6% | +90.7% | +83.9% | +112.2% |
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