+59.8%
SO vs SE
-68.6%
+128.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -0.2% | -6.1% | +5.9% | -0.1% |
| 30D | -4.6% | -2.5% | -2.1% | -4.6% |
| 3M | -3.0% | +21.7% | -24.8% | -3.2% |
| 6M | -8.3% | +27.0% | -35.3% | -8.4% |
| YTD | +3.5% | -12.1% | +15.7% | +3.6% |
| 1Y | -0.9% | -40.9% | +40.0% | -0.5% |
| 3Y | +45.4% | +191.0% | -145.6% | +42.1% |
| All | +59.8% | -68.6% | +128.5% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling