+12.6%
IBM vs SE
-12.8%
+25.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.0% |
| 7D | -1.7% | -7.7% | +6.0% | -0.7% |
| 30D | +10.1% | -22.8% | +32.9% | +14.0% |
| 3M | +4.8% | -43.7% | +48.6% | +14.9% |
| 6M | +12.6% | -12.8% | +25.4% | +12.5% |
| All | +12.6% | -12.8% | +25.4% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling