+27.1%
V vs SE
-49.0%
+76.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.3% |
| 7D | -0.8% | +3.3% | -4.1% | -1.0% |
| 30D | +9.5% | -18.2% | +27.7% | +10.9% |
| 3M | +16.7% | -31.3% | +47.9% | +19.3% |
| 6M | +32.9% | -10.1% | +43.1% | +32.8% |
| YTD | +21.1% | -38.9% | +60.0% | +25.1% |
| All | +27.1% | -49.0% | +76.1% | +30.1% |
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