+384.4%
QQQ vs SE
+363.8%
+20.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | -6.7% | -20.9% | +14.2% | -2.7% |
| 3M | -7.0% | -38.9% | +31.9% | +1.5% |
| 6M | -4.7% | -19.4% | +14.8% | -1.9% |
| YTD | +11.1% | -40.9% | +52.0% | +20.0% |
| 1Y | +12.3% | -46.2% | +58.5% | +23.2% |
| 3Y | +83.3% | +63.7% | +19.6% | +57.9% |
| 5Y | +77.5% | -77.9% | +155.4% | +102.7% |
| All | +384.4% | +363.8% | +20.6% | +205.7% |
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 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