+43.3%
HYG vs SE
+569.0%
-525.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | 0.0% |
| 7D | -0.2% | -3.6% | +3.5% | 0.0% |
| 30D | -0.1% | -5.3% | +5.2% | +0.1% |
| 3M | +0.7% | +28.1% | -27.4% | -0.7% |
| 6M | +1.5% | +20.7% | -19.1% | +0.2% |
| YTD | +1.9% | -14.8% | +16.7% | +2.3% |
| 1Y | +3.7% | -43.6% | +47.3% | +6.2% |
| 3Y | +26.5% | +184.2% | -157.7% | +17.2% |
| 5Y | +19.0% | -66.3% | +85.3% | +19.5% |
| All | +43.3% | +569.0% | -525.7% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling