+79.6%
QQQ vs SE
-78.1%
+157.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +6.4% | -1.5% | +7.8% | +6.6% |
| 30D | -7.5% | -22.3% | +14.9% | -3.3% |
| 3M | -4.8% | -41.8% | +37.0% | +4.5% |
| 6M | -2.5% | -22.4% | +19.9% | +0.9% |
| YTD | +12.4% | -41.6% | +54.0% | +21.4% |
| 1Y | +11.3% | -48.0% | +59.3% | +22.7% |
| 3Y | +85.0% | +63.9% | +21.1% | +60.7% |
| 5Y | +79.6% | -78.2% | +157.8% | +102.0% |
| All | +79.6% | -78.1% | +157.7% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling