+32.8%
NET vs SE
-38.5%
+71.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -7.0% | -6.1% | -0.9% | -5.9% |
| 30D | -4.8% | -2.5% | -2.3% | -4.9% |
| 3M | +3.8% | +21.7% | -17.9% | -2.1% |
| 6M | +50.0% | +27.0% | +23.0% | +39.0% |
| YTD | +41.5% | -12.1% | +53.6% | +45.1% |
| 1Y | +32.8% | -40.9% | +73.7% | +54.8% |
| All | +32.8% | -38.5% | +71.3% | +54.8% |
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