+18.9%
NET vs SE
-7.0%
+25.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -2.9% |
| 7D | -16.4% | +6.7% | -23.0% | -16.8% |
| 30D | -25.8% | -17.2% | -8.6% | -24.5% |
| 3M | -11.5% | -28.0% | +16.5% | -10.2% |
| 6M | +18.9% | -6.1% | +25.0% | +16.3% |
| All | +18.9% | -7.0% | +25.9% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling