+597.0%
SE vs SM
+133.7%
+463.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.1% | +31.5% | -31.6% | -3.2% |
| 3M | +34.1% | +17.3% | +16.8% | +30.9% |
| 6M | +23.2% | +48.5% | -25.3% | +16.0% |
| YTD | -11.2% | +106.3% | -117.4% | -19.8% |
| 1Y | -40.5% | +47.3% | -87.8% | -44.3% |
| 3Y | +196.3% | -1.4% | +197.7% | +185.5% |
| 5Y | -67.0% | +114.0% | -181.1% | -70.8% |
| All | +597.0% | +133.7% | +463.3% | +437.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling