+31.6%
FAST vs SE
-48.0%
+79.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.5% |
| 7D | +3.4% | +6.7% | -3.2% | +3.1% |
| 30D | +5.5% | -17.2% | +22.7% | +6.3% |
| 3M | +7.6% | -28.0% | +35.6% | +9.1% |
| 6M | +19.8% | -6.1% | +25.9% | +18.8% |
| YTD | +35.5% | -37.1% | +72.6% | +36.3% |
| 1Y | +31.6% | -48.8% | +80.4% | +34.3% |
| All | +31.6% | -48.0% | +79.6% | +34.3% |
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