+13.3%
DIS vs SE
+589.8%
-576.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.6% | -6.1% | +3.5% | -1.7% |
| 30D | +3.5% | -2.5% | +5.9% | +3.6% |
| 3M | +6.8% | +21.7% | -14.9% | +3.3% |
| 6M | +3.0% | +27.0% | -24.0% | -1.4% |
| YTD | -6.7% | -12.1% | +5.4% | -6.2% |
| 1Y | -10.1% | -40.9% | +30.8% | -4.5% |
| 3Y | +33.0% | +191.0% | -157.9% | +8.7% |
| 5Y | -40.0% | -68.3% | +28.3% | -39.6% |
| All | +13.3% | +589.8% | -576.5% | -20.4% |
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