+18.7%
ON vs SE
-77.7%
+96.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.2% | +8.4% |
| 7D | -1.4% | +3.3% | -4.7% | -2.1% |
| 30D | -10.9% | -18.2% | +7.3% | -6.2% |
| 3M | -14.9% | -31.3% | +16.4% | -6.9% |
| 6M | -33.0% | -10.1% | -22.9% | -33.0% |
| YTD | +27.6% | -38.9% | +66.5% | +41.0% |
| 1Y | +44.5% | -48.0% | +92.5% | +66.3% |
| 3Y | +7.4% | +78.8% | -71.4% | -15.1% |
| 5Y | +18.7% | -77.1% | +95.9% | +27.7% |
| All | +18.7% | -77.7% | +96.4% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling