+3,297.2%
STX vs SE
+589.8%
+2,707.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | -6.1% | +8.4% | +3.3% |
| 30D | +1.4% | -2.5% | +3.8% | +1.4% |
| 3M | -8.2% | +21.7% | -29.9% | -11.7% |
| 6M | +127.0% | +27.0% | +100.0% | +115.6% |
| YTD | +209.1% | -12.1% | +221.3% | +211.0% |
| 1Y | +365.4% | -40.9% | +406.3% | +397.3% |
| 3Y | +1,135.4% | +191.0% | +944.4% | +900.7% |
| 5Y | +991.5% | -68.3% | +1,059.8% | +1,025.1% |
| All | +3,297.2% | +589.8% | +2,707.4% | +1,899.9% |
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 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