+45.4%
ON vs SE
-41.4%
+86.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.6% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | -12.4% | -0.1% | -12.3% | -12.6% |
| 3M | -41.2% | +34.1% | -75.3% | -44.4% |
| 6M | +25.0% | +23.2% | +1.8% | +18.9% |
| YTD | +31.3% | -11.2% | +42.4% | +38.2% |
| 1Y | +45.4% | -40.5% | +85.9% | +81.3% |
| All | +45.4% | -41.4% | +86.8% | +81.3% |
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 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