+254.2%
ON vs SE
+597.4%
-343.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.7% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -12.4% | -0.1% | -12.3% | -12.9% |
| 3M | -41.2% | +34.1% | -75.3% | -46.6% |
| 6M | +25.0% | +23.2% | +1.8% | +15.1% |
| YTD | +31.3% | -11.2% | +42.4% | +31.8% |
| 1Y | +45.4% | -40.5% | +85.9% | +63.0% |
| 3Y | -27.4% | +196.3% | -223.7% | -51.0% |
| 5Y | +58.5% | -67.0% | +125.5% | +76.7% |
| All | +254.2% | +597.4% | -343.3% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling