+43.9%
GEV vs SE
-43.9%
+87.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.7% |
| 7D | -1.9% | -4.8% | +2.9% | -1.3% |
| 30D | -8.7% | -18.1% | +9.4% | -6.3% |
| 3M | +6.6% | +30.6% | -24.0% | +1.0% |
| 6M | +10.2% | +20.8% | -10.6% | +5.0% |
| YTD | +41.6% | -15.6% | +57.2% | +47.1% |
| 1Y | +43.9% | -44.2% | +88.1% | +69.7% |
| All | +43.9% | -43.9% | +87.8% | +69.7% |
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 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