+252.8%
SPOT vs SE
+844.4%
-591.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -3.1% | -5.2% | +2.1% | -1.5% |
| 30D | +7.4% | -17.1% | +24.5% | +13.5% |
| 3M | +8.2% | +24.0% | -15.8% | +0.2% |
| 6M | +2.2% | +21.0% | -18.8% | -5.4% |
| YTD | -9.5% | -16.7% | +7.3% | -6.7% |
| 1Y | -23.8% | -45.9% | +22.1% | -11.0% |
| 3Y | +233.5% | +177.8% | +55.6% | +119.0% |
| 5Y | +112.2% | -67.4% | +179.6% | +137.6% |
| All | +252.8% | +844.4% | -591.5% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling