+130.6%
IBM vs SE
+372.6%
-242.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +7.7% | -19.4% | +27.0% | +9.4% |
| 3M | +3.5% | -33.1% | +36.6% | +6.6% |
| 6M | +7.2% | -11.4% | +18.6% | +7.8% |
| YTD | -15.8% | -39.8% | +24.0% | -13.1% |
| 1Y | -19.3% | -50.5% | +31.2% | -15.6% |
| 3Y | +78.0% | +68.9% | +9.1% | +68.7% |
| 5Y | +143.0% | -77.1% | +220.1% | +161.7% |
| All | +130.6% | +372.6% | -242.0% | +62.9% |
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