+562.3%
SE vs EQT
+75.0%
+487.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -4.8% | -1.2% | -3.6% | -4.6% |
| 30D | -18.1% | +1.1% | -19.2% | -18.3% |
| 3M | +30.6% | +4.8% | +25.8% | +29.2% |
| 6M | +20.8% | -10.6% | +31.4% | +22.6% |
| YTD | -15.6% | +3.4% | -19.0% | -16.7% |
| 1Y | -44.2% | +8.7% | -52.9% | -45.6% |
| 3Y | +181.5% | +35.0% | +146.6% | +163.1% |
| 5Y | -66.9% | +204.2% | -271.2% | -72.4% |
| All | +562.3% | +75.0% | +487.3% | +478.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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