+35.5%
FAST vs SE
-49.7%
+85.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +8.6% | -19.4% | +28.0% | +9.5% |
| 3M | +5.7% | -33.1% | +38.8% | +7.5% |
| 6M | +25.5% | -11.4% | +36.9% | +24.9% |
| YTD | +39.6% | -39.8% | +79.4% | +40.0% |
| 1Y | +35.5% | -50.5% | +86.0% | +37.1% |
| All | +35.5% | -49.7% | +85.2% | +37.1% |
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