+6.2%
MSFT vs SE
-49.7%
+56.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | +2.3% | 0.0% | +2.3% | +2.4% |
| 30D | -0.4% | -19.4% | +19.0% | +2.3% |
| 3M | +5.6% | -33.1% | +38.7% | +10.7% |
| 6M | +29.0% | -11.4% | +40.4% | +29.8% |
| YTD | +10.9% | -39.8% | +50.7% | +17.1% |
| 1Y | +6.2% | -50.5% | +56.7% | +13.5% |
| All | +6.2% | -49.7% | +56.0% | +13.5% |
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 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