+104.2%
FE vs SM
+8.2%
+96.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | 0.0% | -25.9% | +25.9% | +0.8% |
| 30D | +5.2% | -15.1% | +20.3% | +5.6% |
| 3M | 0.0% | +4.9% | -4.9% | -0.3% |
| 6M | +5.0% | +6.1% | -1.1% | +4.5% |
| YTD | +7.9% | +63.4% | -55.5% | +5.7% |
| 1Y | +6.3% | +72.5% | -66.1% | +3.9% |
| 3Y | +46.0% | -16.9% | +62.9% | +45.0% |
| 5Y | +45.6% | -10.6% | +56.3% | +42.9% |
| All | +104.2% | +8.2% | +96.0% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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