+243.0%
SPY vs SE
+589.8%
-346.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | -6.1% | +6.2% | +0.9% |
| 30D | +0.1% | -2.5% | +2.5% | +0.1% |
| 3M | +2.0% | +21.7% | -19.7% | -1.2% |
| 6M | +13.0% | +27.0% | -14.0% | +8.4% |
| YTD | +13.5% | -12.1% | +25.7% | +14.1% |
| 1Y | +20.0% | -40.9% | +60.9% | +26.9% |
| 3Y | +77.2% | +191.0% | -113.8% | +47.0% |
| 5Y | +81.9% | -68.3% | +150.2% | +89.9% |
| All | +243.0% | +589.8% | -346.8% | +122.8% |
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