+1,381.0%
NET vs SE
+156.0%
+1,225.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -4.6% |
| 7D | -16.4% | +6.7% | -23.0% | -18.9% |
| 30D | -25.8% | -17.2% | -8.6% | -19.5% |
| 3M | -11.5% | -28.0% | +16.5% | +0.7% |
| 6M | +18.9% | -6.1% | +25.0% | +17.1% |
| YTD | +35.2% | -37.1% | +72.4% | +58.1% |
| 1Y | +14.5% | -48.8% | +63.2% | +46.7% |
| 3Y | +313.8% | +79.0% | +234.8% | +154.3% |
| 5Y | +32.6% | -77.5% | +110.1% | +101.0% |
| All | +1,381.0% | +156.0% | +1,225.0% | +865.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling