+1,926.3%
STX vs SE
+379.8%
+1,546.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.9% | +6.8% | +9.3% |
| 7D | -14.8% | +3.3% | -18.0% | -15.1% |
| 30D | -35.4% | -18.2% | -17.2% | -33.3% |
| 3M | -37.7% | -31.3% | -6.4% | -34.0% |
| 6M | -35.2% | -10.1% | -25.1% | -34.8% |
| YTD | +84.4% | -38.9% | +123.3% | +96.5% |
| 1Y | +82.3% | -48.0% | +130.3% | +99.3% |
| 3Y | +646.2% | +78.8% | +567.4% | +555.3% |
| 5Y | +487.4% | -77.1% | +564.6% | +539.6% |
| All | +1,926.3% | +379.8% | +1,546.5% | +1,163.7% |
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