+105.3%
FAST vs SE
-78.9%
+184.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +2.1% | +2.0% | +0.1% | +1.9% |
| 30D | +6.9% | -20.0% | +26.9% | +8.7% |
| 3M | +4.8% | -31.8% | +36.6% | +7.9% |
| 6M | +19.8% | -15.9% | +35.6% | +20.7% |
| YTD | +34.9% | -40.6% | +75.5% | +39.5% |
| 1Y | +32.8% | -50.7% | +83.5% | +39.4% |
| 3Y | +93.7% | +70.3% | +23.5% | +79.4% |
| All | +105.3% | -78.9% | +184.2% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling