-18.8%
IBM vs SE
-49.0%
+30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.1% |
| 7D | -2.5% | +3.3% | -5.8% | -2.9% |
| 30D | +8.4% | -18.2% | +26.5% | +10.8% |
| 3M | +4.5% | -31.3% | +35.7% | +9.0% |
| 6M | +7.9% | -10.1% | +18.0% | +8.7% |
| YTD | -15.2% | -38.9% | +23.7% | -14.9% |
| All | -18.8% | -49.0% | +30.2% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling