+234.8%
SPY vs SE
+372.6%
-137.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -3.7% | -19.4% | +15.7% | -1.0% |
| 3M | -2.7% | -33.1% | +30.4% | +2.2% |
| 6M | +2.2% | -11.4% | +13.6% | +2.9% |
| YTD | +10.8% | -39.8% | +50.6% | +16.9% |
| 1Y | +11.2% | -50.5% | +61.7% | +20.3% |
| 3Y | +76.5% | +68.9% | +7.6% | +57.8% |
| 5Y | +72.9% | -77.1% | +150.0% | +88.6% |
| All | +234.8% | +372.6% | -137.9% | +128.4% |
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