+553.4%
SE vs DGX
+199.0%
+354.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -17.1% | -1.2% | -15.9% | -16.7% |
| 3M | +24.0% | +15.8% | +8.2% | +16.7% |
| 6M | +21.0% | +18.2% | +2.8% | +12.6% |
| YTD | -16.7% | +37.2% | -53.9% | -27.3% |
| 1Y | -45.9% | +30.4% | -76.3% | -52.1% |
| 3Y | +177.8% | +96.7% | +81.1% | +98.4% |
| 5Y | -67.4% | +67.2% | -134.5% | -75.1% |
| All | +553.4% | +199.0% | +354.4% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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