+117.0%
GM vs SE
+553.8%
-436.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -2.4% | -5.2% | +2.8% | -1.6% |
| 30D | -1.1% | -17.1% | +16.0% | +1.7% |
| 3M | +6.1% | +24.0% | -17.9% | +2.1% |
| 6M | +15.0% | +21.0% | -6.0% | +10.6% |
| YTD | +6.0% | -16.7% | +22.7% | +7.5% |
| 1Y | +47.1% | -45.9% | +93.0% | +59.1% |
| 3Y | +170.5% | +177.8% | -7.3% | +113.9% |
| 5Y | +80.5% | -67.4% | +147.9% | +83.7% |
| All | +117.0% | +553.8% | -436.8% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling