+42.6%
HYG vs SE
+553.8%
-511.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.7% | -5.2% | +4.5% | -0.4% |
| 30D | -0.7% | -17.1% | +16.3% | +0.2% |
| 3M | -0.2% | +24.0% | -24.2% | -1.5% |
| 6M | +1.4% | +21.0% | -19.5% | +0.1% |
| YTD | +1.5% | -16.7% | +18.2% | +1.9% |
| 1Y | +2.9% | -45.9% | +48.8% | +5.6% |
| 3Y | +25.6% | +177.8% | -152.2% | +16.6% |
| 5Y | +18.6% | -67.4% | +85.9% | +19.3% |
| All | +42.6% | +553.8% | -511.2% | +21.0% |
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