+471.5%
FAST vs SE
+379.8%
+91.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +2.7% |
| 7D | +3.8% | +3.3% | +0.6% | +3.5% |
| 30D | +8.1% | -18.2% | +26.2% | +10.3% |
| 3M | +5.8% | -31.3% | +37.1% | +9.8% |
| 6M | +24.9% | -10.1% | +35.0% | +25.2% |
| YTD | +38.9% | -38.9% | +77.8% | +44.7% |
| 1Y | +36.5% | -48.0% | +84.5% | +44.5% |
| 3Y | +98.1% | +78.8% | +19.3% | +77.7% |
| 5Y | +109.3% | -77.1% | +186.4% | +127.3% |
| All | +471.5% | +379.8% | +91.8% | +266.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling