-16.3%
NOW vs SE
+64.9%
-81.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | +2.0% | -5.0% | -3.4% |
| 30D | -26.0% | -20.0% | -6.0% | -22.8% |
| 3M | -13.1% | -31.8% | +18.7% | -6.6% |
| 6M | +14.5% | -15.9% | +30.4% | +17.5% |
| YTD | -33.4% | -40.6% | +7.2% | -27.2% |
| 1Y | -40.6% | -50.7% | +10.1% | -32.7% |
| 3Y | -16.3% | +70.3% | -86.6% | -16.1% |
| All | -16.3% | +64.9% | -81.2% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling