+132.3%
IBM vs SE
+358.6%
-226.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | +6.8% | -22.3% | +29.1% | +8.8% |
| 3M | +4.4% | -41.8% | +46.2% | +8.8% |
| 6M | +13.2% | -22.4% | +35.6% | +15.1% |
| YTD | -15.1% | -41.6% | +26.5% | -12.2% |
| 1Y | -20.2% | -48.0% | +27.8% | -16.8% |
| 3Y | +79.3% | +63.9% | +15.5% | +70.3% |
| 5Y | +147.5% | -78.2% | +225.6% | +167.6% |
| All | +132.3% | +358.6% | -226.2% | +64.5% |
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 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