-4.6%
STM vs SE
-78.2%
+73.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +12.0% | -0.5% | +12.5% | +12.1% |
| 30D | -0.4% | -20.9% | +20.6% | +5.3% |
| 3M | -13.2% | -38.9% | +25.7% | -2.6% |
| 6M | -26.1% | -19.4% | -6.7% | -23.1% |
| YTD | +81.2% | -40.9% | +122.1% | +101.4% |
| 1Y | +98.3% | -46.2% | +144.5% | +125.0% |
| 3Y | +16.7% | +63.7% | -47.0% | -0.9% |
| All | -4.6% | -78.2% | +73.6% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling