+27.3%
V vs SE
-49.7%
+77.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +9.7% | -19.4% | +29.1% | +11.3% |
| 3M | +17.3% | -33.1% | +50.4% | +20.2% |
| 6M | +33.2% | -11.4% | +44.7% | +33.2% |
| YTD | +21.3% | -39.8% | +61.1% | +25.5% |
| 1Y | +27.3% | -50.5% | +77.8% | +30.5% |
| All | +27.3% | -49.7% | +77.1% | +30.5% |
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 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