+47.6%
ON vs SE
-48.0%
+95.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.3% | -2.1% |
| 7D | -5.8% | +6.7% | -12.5% | -6.2% |
| 30D | -17.1% | -17.2% | +0.1% | -16.2% |
| 3M | -11.8% | -28.0% | +16.2% | -10.2% |
| 6M | -30.2% | -6.1% | -24.1% | -31.8% |
| YTD | +31.6% | -37.1% | +68.7% | +40.5% |
| 1Y | +47.6% | -48.8% | +96.3% | +62.0% |
| All | +47.6% | -48.0% | +95.6% | +62.0% |
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 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