+38.5%
FAST vs SE
-48.7%
+87.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +5.0% | -1.5% | +6.5% | +5.1% |
| 30D | +8.6% | -22.3% | +30.9% | +9.7% |
| 3M | +6.9% | -41.8% | +48.7% | +9.6% |
| 6M | +29.6% | -22.4% | +52.0% | +30.4% |
| YTD | +41.4% | -41.6% | +83.0% | +42.0% |
| 1Y | +38.5% | -48.0% | +86.5% | +40.2% |
| All | +38.5% | -48.7% | +87.2% | +40.2% |
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