+132.1%
IBM vs SE
+379.8%
-247.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.2% |
| 7D | -2.5% | +3.3% | -5.8% | -2.8% |
| 30D | +8.4% | -18.2% | +26.5% | +10.0% |
| 3M | +4.5% | -31.3% | +35.7% | +7.3% |
| 6M | +7.9% | -10.1% | +18.0% | +8.4% |
| YTD | -15.2% | -38.9% | +23.7% | -12.6% |
| 1Y | -17.6% | -48.0% | +30.4% | -14.1% |
| 3Y | +82.1% | +78.8% | +3.2% | +71.8% |
| 5Y | +143.3% | -77.1% | +220.5% | +162.2% |
| All | +132.1% | +379.8% | -247.6% | +63.7% |
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