+10.9%
GE vs SE
-53.5%
+64.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.2% |
| 7D | +4.0% | -7.7% | +11.8% | +5.8% |
| 30D | +11.1% | -22.8% | +33.9% | +16.6% |
| 3M | -6.7% | -43.7% | +37.0% | +3.6% |
| 6M | +14.3% | -12.8% | +27.1% | +15.7% |
| YTD | +11.7% | -42.0% | +53.7% | +20.3% |
| 1Y | +10.9% | -48.0% | +58.9% | +21.6% |
| All | +10.9% | -53.5% | +64.4% | +21.6% |
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