+94.5%
QQQ vs SE
-66.7%
+161.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.4% |
| 7D | +1.0% | -3.6% | +4.6% | +1.7% |
| 30D | -0.6% | -5.3% | +4.7% | 0.0% |
| 3M | +1.3% | +28.1% | -26.8% | -3.8% |
| 6M | +18.1% | +20.7% | -2.5% | +12.8% |
| YTD | +16.9% | -14.8% | +31.7% | +18.3% |
| 1Y | +24.0% | -43.6% | +67.6% | +35.0% |
| 3Y | +95.6% | +184.2% | -88.6% | +53.6% |
| 5Y | +94.5% | -66.3% | +160.8% | +101.8% |
| All | +94.5% | -66.7% | +161.2% | +101.8% |
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