+228.2%
SPY vs SE
+366.0%
-137.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +2.0% | -4.7% | -3.0% |
| 30D | -5.4% | -20.0% | +14.6% | -2.6% |
| 3M | -4.1% | -31.8% | +27.7% | +0.5% |
| 6M | +0.7% | -15.9% | +16.6% | +2.1% |
| YTD | +8.7% | -40.6% | +49.3% | +14.9% |
| 1Y | +10.9% | -50.7% | +61.6% | +20.0% |
| 3Y | +75.0% | +70.3% | +4.7% | +56.3% |
| 5Y | +67.8% | -78.8% | +146.6% | +85.0% |
| All | +228.2% | +366.0% | -137.8% | +124.3% |
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 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