+57.5%
DIA vs SE
+64.9%
-7.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +2.0% | -3.0% | -1.1% |
| 30D | +0.3% | -20.0% | +20.3% | +2.2% |
| 3M | -4.5% | -31.8% | +27.3% | -1.4% |
| 6M | +3.4% | -15.9% | +19.2% | +4.3% |
| YTD | +7.8% | -40.6% | +48.4% | +12.0% |
| 1Y | +10.7% | -50.7% | +61.4% | +17.1% |
| 3Y | +57.5% | +70.3% | -12.8% | +54.5% |
| All | +57.5% | +64.9% | -7.4% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling