+7.4%
ON vs SE
+74.2%
-66.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.2% | +8.5% |
| 7D | -1.4% | +3.3% | -4.7% | -2.0% |
| 30D | -10.9% | -18.2% | +7.3% | -7.1% |
| 3M | -14.9% | -31.3% | +16.4% | -8.4% |
| 6M | -33.0% | -10.1% | -22.9% | -33.5% |
| YTD | +27.6% | -38.9% | +66.5% | +40.0% |
| 1Y | +44.5% | -48.0% | +92.5% | +65.2% |
| 3Y | +7.4% | +78.8% | -71.4% | +4.0% |
| All | +7.4% | +74.2% | -66.8% | +4.0% |
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 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