+270.6%
ON vs SE
+589.8%
-319.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.4% | -6.1% | +8.5% | +4.2% |
| 30D | -3.3% | -2.5% | -0.8% | -3.1% |
| 3M | -43.6% | +21.7% | -65.3% | -47.3% |
| 6M | +19.0% | +27.0% | -8.0% | +8.4% |
| YTD | +37.4% | -12.1% | +49.5% | +38.3% |
| 1Y | +54.8% | -40.9% | +95.7% | +73.9% |
| 3Y | -25.2% | +191.0% | -216.2% | -49.3% |
| 5Y | +62.7% | -68.3% | +131.0% | +83.5% |
| All | +270.6% | +589.8% | -319.2% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling