+408.8%
QQQ vs SE
+553.8%
-145.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -0.6% | -5.2% | +4.7% | +0.4% |
| 30D | -1.2% | -17.1% | +15.9% | +2.1% |
| 3M | -0.2% | +24.0% | -24.2% | -4.8% |
| 6M | +17.9% | +21.0% | -3.1% | +12.4% |
| YTD | +16.6% | -16.7% | +33.4% | +18.5% |
| 1Y | +23.0% | -45.9% | +68.9% | +35.1% |
| 3Y | +92.9% | +177.8% | -84.9% | +50.3% |
| 5Y | +95.6% | -67.4% | +163.0% | +107.8% |
| All | +408.8% | +553.8% | -145.0% | +202.0% |
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 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