+236.8%
SPY vs SE
+363.8%
-127.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | -2.0% | -20.9% | +19.0% | +1.0% |
| 3M | -2.8% | -38.9% | +36.1% | +3.6% |
| 6M | +2.1% | -19.4% | +21.6% | +4.3% |
| YTD | +11.5% | -40.9% | +52.4% | +17.9% |
| 1Y | +13.5% | -46.2% | +59.6% | +21.4% |
| 3Y | +77.7% | +63.7% | +14.0% | +59.5% |
| 5Y | +72.6% | -77.9% | +150.5% | +89.1% |
| All | +236.8% | +363.8% | -127.0% | +130.3% |
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