-68.1%
SE vs NDAQ
+55.8%
-123.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.6% |
| 7D | -6.1% | -2.4% | -3.6% | -4.2% |
| 30D | -2.5% | +2.5% | -4.9% | -4.7% |
| 3M | +21.7% | +9.9% | +11.8% | +10.8% |
| 6M | +27.0% | +9.4% | +17.6% | +15.4% |
| YTD | -12.1% | +0.4% | -12.6% | -14.5% |
| 1Y | -40.9% | +4.0% | -44.9% | -44.8% |
| 3Y | +191.0% | +94.4% | +96.6% | +33.6% |
| All | -68.1% | +55.8% | -123.9% | -82.9% |
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