+183.9%
STM vs SE
+589.8%
-405.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +5.8% | -6.1% | +11.9% | +7.4% |
| 30D | -1.0% | -2.5% | +1.4% | -0.9% |
| 3M | -33.3% | +21.7% | -55.0% | -37.0% |
| 6M | +57.4% | +27.0% | +30.4% | +45.2% |
| YTD | +102.2% | -12.1% | +114.3% | +104.6% |
| 1Y | +99.6% | -40.9% | +140.5% | +122.7% |
| 3Y | +14.5% | +191.0% | -176.5% | -18.5% |
| 5Y | +21.4% | -68.3% | +89.7% | +35.9% |
| All | +183.9% | +589.8% | -405.9% | +51.4% |
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