+6.6%
SO vs SE
-49.7%
+56.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | 0.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.7% | -19.4% | +28.1% | +8.1% |
| 3M | +3.4% | -33.1% | +36.5% | +2.4% |
| 6M | +3.7% | -11.4% | +15.2% | +3.5% |
| YTD | +10.0% | -39.8% | +49.8% | +10.1% |
| 1Y | +6.6% | -50.5% | +57.1% | +8.7% |
| All | +6.6% | -49.7% | +56.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling