+118.9%
IBM vs SE
+597.4%
-478.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | -16.8% | +34.1% | -50.9% | -18.8% |
| 6M | -9.0% | +23.2% | -32.2% | -10.8% |
| YTD | -20.1% | -11.2% | -8.9% | -19.9% |
| 1Y | -7.0% | -40.5% | +33.5% | -4.1% |
| 3Y | +72.4% | +196.3% | -123.9% | +56.5% |
| 5Y | +112.0% | -67.0% | +179.0% | +121.9% |
| All | +118.9% | +597.4% | -478.5% | +50.1% |
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 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