+215.4%
GE vs SE
+379.8%
-164.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.4% |
| 7D | +6.3% | +3.3% | +3.0% | +5.8% |
| 30D | +8.9% | -18.2% | +27.0% | +12.2% |
| 3M | -9.2% | -31.3% | +22.1% | -4.2% |
| 6M | +13.2% | -10.1% | +23.3% | +14.2% |
| YTD | +9.4% | -38.9% | +48.3% | +16.2% |
| 1Y | +9.8% | -48.0% | +57.8% | +19.3% |
| 3Y | +278.2% | +78.8% | +199.4% | +237.6% |
| 5Y | +396.0% | -77.1% | +473.2% | +441.6% |
| All | +215.4% | +379.8% | -164.4% | +101.5% |
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 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