+264.0%
SPOT vs SE
+896.4%
-632.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -0.9% | -6.1% | +5.2% | +1.0% |
| 30D | +12.5% | -2.5% | +14.9% | +12.6% |
| 3M | +9.9% | +21.7% | -11.8% | +2.2% |
| 6M | +1.6% | +27.0% | -25.4% | -7.5% |
| YTD | -6.6% | -12.1% | +5.5% | -5.2% |
| 1Y | -22.9% | -40.9% | +18.0% | -12.3% |
| 3Y | +244.3% | +191.0% | +53.3% | +122.9% |
| 5Y | +117.8% | -68.3% | +186.1% | +145.4% |
| All | +264.0% | +896.4% | -632.3% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling