+240.0%
SPOT vs SE
+194.4%
+45.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +8.3% | -0.1% | +8.4% | +7.8% |
| 3M | +5.1% | +34.1% | -29.1% | -2.5% |
| 6M | -6.5% | +23.2% | -29.7% | -12.0% |
| YTD | -9.0% | -11.2% | +2.2% | -8.2% |
| 1Y | -26.4% | -40.5% | +14.1% | -19.6% |
| 3Y | +240.0% | +196.3% | +43.7% | +189.7% |
| All | +240.0% | +194.4% | +45.7% | +189.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling