+77.0%
SO vs SE
-78.9%
+155.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.5% | +2.0% | -3.5% | -1.5% |
| 30D | +8.1% | -20.0% | +28.1% | +8.2% |
| 3M | +0.2% | -31.8% | +32.0% | +0.4% |
| 6M | +0.4% | -15.9% | +16.3% | +0.4% |
| YTD | +8.5% | -40.6% | +49.1% | +8.8% |
| 1Y | +4.9% | -50.7% | +55.6% | +5.4% |
| 3Y | +47.9% | +70.3% | -22.4% | +45.4% |
| All | +77.0% | -78.9% | +155.9% | +67.0% |
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