+8.3%
DIS vs SE
-48.0%
+56.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +3.6% |
| 7D | +9.1% | +6.7% | +2.4% | +8.2% |
| 30D | +14.8% | -17.2% | +32.0% | +17.5% |
| 3M | +21.2% | -28.0% | +49.2% | +26.0% |
| 6M | +18.3% | -6.1% | +24.4% | +17.9% |
| YTD | +5.4% | -37.1% | +42.5% | +7.6% |
| 1Y | +8.3% | -48.8% | +57.0% | +10.7% |
| All | +8.3% | -48.0% | +56.3% | +10.7% |
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