+52.3%
GM vs SE
-38.5%
+90.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.7% | -6.1% | +7.8% | +2.2% |
| 30D | -1.6% | -2.5% | +0.9% | -1.4% |
| 3M | +5.7% | +21.7% | -16.0% | +4.4% |
| 6M | +12.2% | +27.0% | -14.8% | +10.1% |
| YTD | +8.4% | -12.1% | +20.5% | +5.7% |
| 1Y | +52.3% | -40.9% | +93.2% | +44.6% |
| All | +52.3% | -38.5% | +90.8% | +44.6% |
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