+121.5%
IBM vs SE
+589.8%
-468.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -0.3% | -6.1% | +5.8% | +0.2% |
| 30D | +0.3% | -2.5% | +2.7% | +0.4% |
| 3M | -21.6% | +21.7% | -43.3% | -22.9% |
| 6M | -4.7% | +27.0% | -31.7% | -6.8% |
| YTD | -19.1% | -12.1% | -7.0% | -18.8% |
| 1Y | -2.5% | -40.9% | +38.4% | +0.6% |
| 3Y | +74.2% | +191.0% | -116.8% | +58.3% |
| 5Y | +113.1% | -68.3% | +181.4% | +124.0% |
| All | +121.5% | +589.8% | -468.3% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling