-78.0%
SE vs NDAQ
+60.8%
-138.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | +2.0% | +0.8% | +1.2% | +1.4% |
| 30D | -20.0% | +16.5% | -36.5% | -29.8% |
| 3M | -31.8% | +13.5% | -45.3% | -39.1% |
| 6M | -15.9% | +20.9% | -36.8% | -29.8% |
| YTD | -40.6% | +11.4% | -52.0% | -47.3% |
| 1Y | -50.7% | +25.9% | -76.6% | -61.2% |
| 3Y | +70.3% | +119.9% | -49.6% | -31.1% |
| All | -78.0% | +60.8% | -138.8% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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