+142.5%
STM vs SE
+379.8%
-237.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.8% | +6.0% |
| 7D | -5.6% | +3.3% | -8.9% | -6.3% |
| 30D | -14.4% | -18.2% | +3.7% | -10.0% |
| 3M | -20.5% | -31.3% | +10.8% | -13.1% |
| 6M | -24.5% | -10.1% | -14.4% | -23.9% |
| YTD | +72.7% | -38.9% | +111.6% | +91.4% |
| 1Y | +91.0% | -48.0% | +139.0% | +119.9% |
| 3Y | +13.5% | +78.8% | -65.3% | -8.0% |
| 5Y | -9.2% | -77.1% | +67.9% | +10.5% |
| All | +142.5% | +379.8% | -237.2% | +41.5% |
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