+216.4%
GE vs SE
+589.8%
-373.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.6% | -6.1% | +4.5% | -0.7% |
| 30D | -11.6% | -2.5% | -9.1% | -11.5% |
| 3M | +3.0% | +21.7% | -18.7% | -0.4% |
| 6M | -0.5% | +27.0% | -27.5% | -4.8% |
| YTD | +9.7% | -12.1% | +21.9% | +10.4% |
| 1Y | +20.0% | -40.9% | +61.0% | +27.7% |
| 3Y | +275.8% | +191.0% | +84.8% | +211.5% |
| 5Y | +429.1% | -68.3% | +497.4% | +448.6% |
| All | +216.4% | +589.8% | -373.4% | +91.4% |
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