+597.0%
SE vs DGX
+199.6%
+397.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.1% | -1.2% | +1.1% | +0.4% |
| 3M | +34.1% | +19.9% | +14.2% | +24.5% |
| 6M | +23.2% | +19.2% | +4.0% | +14.3% |
| YTD | -11.2% | +37.5% | -48.6% | -22.5% |
| 1Y | -40.5% | +31.3% | -71.8% | -47.4% |
| 3Y | +196.3% | +96.6% | +99.7% | +111.7% |
| 5Y | -67.0% | +64.3% | -131.3% | -74.6% |
| All | +597.0% | +199.6% | +397.4% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling