+82.2%
IBM vs SE
+65.6%
+16.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +9.2% | -20.9% | +30.1% | +12.2% |
| 3M | +4.9% | -38.9% | +43.8% | +11.3% |
| 6M | +16.8% | -19.4% | +36.2% | +19.1% |
| YTD | -14.3% | -40.9% | +26.6% | -10.0% |
| 1Y | -16.7% | -46.2% | +29.5% | -11.8% |
| 3Y | +82.2% | +63.7% | +18.5% | +74.6% |
| All | +82.2% | +65.6% | +16.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling