+10.3%
ARM vs SE
-52.2%
+62.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | -15.2% | +2.0% | -17.2% | -15.5% |
| 30D | -40.7% | -20.0% | -20.7% | -36.7% |
| 3M | -39.1% | -31.8% | -7.3% | -32.9% |
| 6M | -26.4% | -15.9% | -10.5% | -25.7% |
| YTD | +59.7% | -40.6% | +100.4% | +74.1% |
| 1Y | +10.3% | -50.7% | +61.0% | +28.7% |
| All | +10.3% | -52.2% | +62.5% | +28.7% |
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 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