+239.5%
SPY vs SE
+569.0%
-329.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | -0.4% | -3.6% | +3.3% | +0.1% |
| 30D | -1.4% | -5.3% | +3.9% | -0.9% |
| 3M | +3.7% | +28.1% | -24.4% | -0.2% |
| 6M | +13.0% | +20.7% | -7.7% | +9.2% |
| YTD | +12.4% | -14.8% | +27.2% | +13.4% |
| 1Y | +18.5% | -43.6% | +62.1% | +26.1% |
| 3Y | +77.6% | +184.2% | -106.6% | +47.9% |
| 5Y | +81.7% | -66.3% | +148.0% | +88.0% |
| All | +239.5% | +569.0% | -329.5% | +121.4% |
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