+172.1%
GM vs SE
+175.6%
-3.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +2.9% |
| 7D | -1.1% | -4.8% | +3.7% | -0.6% |
| 30D | -3.4% | -18.1% | +14.7% | -1.8% |
| 3M | +8.7% | +30.6% | -21.9% | +6.1% |
| 6M | +15.4% | +20.8% | -5.3% | +13.1% |
| YTD | +6.6% | -15.6% | +22.2% | +7.0% |
| 1Y | +51.5% | -44.2% | +95.7% | +57.1% |
| All | +172.1% | +175.6% | -3.5% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling