-67.0%
SE vs DOW
-37.1%
-29.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.6% | -2.9% | +3.5% | +1.5% |
| 30D | -0.1% | +2.0% | -2.0% | -0.9% |
| 3M | +34.1% | -12.5% | +46.7% | +38.9% |
| 6M | +23.2% | -9.2% | +32.4% | +22.6% |
| YTD | -11.2% | +30.8% | -41.9% | -25.2% |
| 1Y | -40.5% | +29.4% | -69.9% | -50.5% |
| 3Y | +196.3% | -34.6% | +230.8% | +245.6% |
| 5Y | -67.0% | -35.9% | -31.1% | -59.5% |
| All | -67.0% | -37.1% | -29.9% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling