+89.4%
STM vs SE
-49.0%
+138.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.8% | +6.2% |
| 7D | -5.6% | +3.3% | -8.9% | -6.0% |
| 30D | -14.4% | -18.2% | +3.7% | -11.6% |
| 3M | -20.5% | -31.3% | +10.8% | -15.7% |
| 6M | -24.5% | -10.1% | -14.4% | -24.5% |
| YTD | +72.7% | -38.9% | +111.6% | +93.0% |
| All | +89.4% | -49.0% | +138.4% | +119.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling