+455.0%
FAST vs SE
+366.0%
+88.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +2.1% | +2.0% | +0.1% | +1.8% |
| 30D | +6.9% | -20.0% | +26.9% | +9.3% |
| 3M | +4.8% | -31.8% | +36.6% | +8.8% |
| 6M | +19.8% | -15.9% | +35.6% | +21.0% |
| YTD | +34.9% | -40.6% | +75.5% | +40.9% |
| 1Y | +32.8% | -50.7% | +83.5% | +41.4% |
| 3Y | +93.7% | +70.3% | +23.5% | +74.7% |
| 5Y | +105.3% | -78.8% | +184.1% | +125.2% |
| All | +455.0% | +366.0% | +88.9% | +256.5% |
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 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