+83.3%
QQQ vs SE
+65.6%
+17.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.3% |
| 3M | -7.0% | -38.9% | +31.9% | +0.4% |
| 6M | -4.7% | -19.4% | +14.8% | -2.4% |
| YTD | +11.1% | -40.9% | +52.0% | +19.2% |
| 1Y | +12.3% | -46.2% | +58.5% | +22.4% |
| 3Y | +83.3% | +63.7% | +19.6% | +74.1% |
| All | +83.3% | +65.6% | +17.7% | +74.1% |
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