+127.2%
STM vs SE
+366.0%
-238.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.5% |
| 3M | -21.6% | -31.8% | +10.2% | -14.1% |
| 6M | -27.8% | -15.9% | -11.9% | -25.9% |
| YTD | +61.8% | -40.6% | +102.4% | +80.5% |
| 1Y | +78.1% | -50.7% | +128.8% | +107.8% |
| 3Y | +4.9% | +70.3% | -65.4% | -14.0% |
| 5Y | -14.3% | -78.8% | +64.6% | +6.4% |
| All | +127.2% | +366.0% | -238.9% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling