+93.3%
QQQ vs SE
+178.2%
-84.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.4% |
| 7D | +1.0% | -3.6% | +4.6% | +1.6% |
| 30D | -0.6% | -5.3% | +4.7% | -0.1% |
| 3M | +1.3% | +28.1% | -26.8% | -3.6% |
| 6M | +18.1% | +20.7% | -2.5% | +13.0% |
| YTD | +16.9% | -14.8% | +31.7% | +18.4% |
| 1Y | +24.0% | -43.6% | +67.6% | +35.3% |
| All | +93.3% | +178.2% | -84.8% | +66.0% |
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