+200.4%
SE vs SM
-7.7%
+208.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -2.5% | +26.3% | -28.8% | -4.9% |
| 3M | +21.7% | +8.7% | +13.0% | +20.3% |
| 6M | +27.0% | +51.7% | -24.7% | +16.9% |
| YTD | -12.1% | +99.0% | -111.2% | -23.8% |
| 1Y | -40.9% | +34.6% | -75.5% | -44.1% |
| All | +200.4% | -7.7% | +208.2% | +209.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling