+7.7%
V vs SE
-38.5%
+46.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.7% | -6.1% | +4.4% | -1.3% |
| 30D | +2.0% | -2.5% | +4.4% | +2.0% |
| 3M | +17.4% | +21.7% | -4.4% | +15.1% |
| 6M | +17.5% | +27.0% | -9.5% | +14.6% |
| YTD | +7.6% | -12.1% | +19.7% | +8.3% |
| 1Y | +7.7% | -40.9% | +48.6% | +11.0% |
| All | +7.7% | -38.5% | +46.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling