+112.5%
NET vs SE
-68.6%
+181.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -7.0% | -6.1% | -0.9% | -4.3% |
| 30D | -4.8% | -2.5% | -2.3% | -4.9% |
| 3M | +3.8% | +21.7% | -17.9% | -7.6% |
| 6M | +50.0% | +27.0% | +23.0% | +28.2% |
| YTD | +41.5% | -12.1% | +53.6% | +43.1% |
| 1Y | +32.8% | -40.9% | +73.7% | +62.2% |
| 3Y | +335.9% | +191.0% | +144.9% | +102.9% |
| All | +112.5% | -68.6% | +181.1% | +248.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling