+0.8%
FAST vs SE
-38.5%
+39.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.8% |
| 7D | -0.4% | -6.1% | +5.7% | -0.1% |
| 30D | -0.8% | -2.5% | +1.7% | -0.7% |
| 3M | +5.8% | +21.7% | -16.0% | +4.3% |
| 6M | +8.0% | +27.0% | -19.0% | +5.6% |
| YTD | +25.6% | -12.1% | +37.8% | +23.8% |
| 1Y | +0.8% | -40.9% | +41.7% | -2.1% |
| All | +0.8% | -38.5% | +39.3% | -2.1% |
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