+54.8%
ON vs SE
-38.5%
+93.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +2.4% | -6.1% | +8.5% | +3.2% |
| 30D | -3.3% | -2.5% | -0.8% | -3.2% |
| 3M | -43.6% | +21.7% | -65.3% | -45.6% |
| 6M | +19.0% | +27.0% | -8.0% | +12.1% |
| YTD | +37.4% | -12.1% | +49.5% | +44.9% |
| 1Y | +54.8% | -40.9% | +95.7% | +93.5% |
| All | +54.8% | -38.5% | +93.3% | +93.5% |
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