+165.5%
DIA vs SE
+569.0%
-403.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.3% |
| 7D | -1.2% | -3.6% | +2.4% | -0.9% |
| 30D | -2.7% | -5.3% | +2.6% | -2.3% |
| 3M | +3.3% | +28.1% | -24.8% | +0.2% |
| 6M | +10.4% | +20.7% | -10.2% | +7.6% |
| YTD | +10.0% | -14.8% | +24.8% | +10.7% |
| 1Y | +16.2% | -43.6% | +59.8% | +21.9% |
| 3Y | +58.7% | +184.2% | -125.5% | +37.3% |
| 5Y | +63.6% | -66.3% | +129.9% | +69.5% |
| All | +165.5% | +569.0% | -403.5% | +77.3% |
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