+186.3%
SE vs DOW
-36.1%
+222.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.5% |
| 7D | -6.1% | -2.4% | -3.7% | -5.8% |
| 30D | -2.5% | +0.4% | -2.8% | -2.6% |
| 3M | +21.7% | -14.4% | +36.1% | +24.3% |
| 6M | +27.0% | -7.0% | +34.0% | +25.7% |
| YTD | -12.1% | +30.2% | -42.3% | -20.6% |
| 1Y | -40.9% | +29.2% | -70.1% | -46.9% |
| All | +186.3% | -36.1% | +222.4% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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