-15.7%
STM vs SE
-78.9%
+63.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -10.7% | +2.0% | -12.7% | -11.1% |
| 30D | -25.7% | -20.0% | -5.7% | -21.7% |
| 3M | -21.6% | -31.8% | +10.2% | -14.6% |
| 6M | -27.8% | -15.9% | -11.9% | -26.1% |
| YTD | +61.8% | -40.6% | +102.4% | +79.6% |
| 1Y | +78.1% | -50.7% | +128.8% | +106.3% |
| 3Y | +4.9% | +70.3% | -65.4% | -11.8% |
| All | -15.7% | -78.9% | +63.1% | -15.8% |
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