+25.6%
DIS vs SE
+366.0%
-340.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +5.2% | +2.0% | +3.2% | +4.9% |
| 30D | +11.5% | -20.0% | +31.5% | +15.0% |
| 3M | +11.5% | -31.8% | +43.3% | +17.4% |
| 6M | +8.9% | -15.9% | +24.7% | +10.7% |
| YTD | +3.4% | -40.6% | +44.0% | +10.0% |
| 1Y | +7.2% | -50.7% | +57.9% | +16.9% |
| 3Y | +43.3% | +70.3% | -27.0% | +26.9% |
| 5Y | -31.4% | -78.8% | +47.4% | -26.8% |
| All | +25.6% | +366.0% | -340.5% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling