+122.7%
FE vs SM
+10.6%
+112.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.4% | -0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +3.6% | -17.3% | +20.9% | +4.1% |
| 3M | +0.3% | -3.6% | +3.9% | +0.3% |
| 6M | +6.4% | +2.9% | +3.5% | +6.0% |
| YTD | +8.1% | +70.2% | -62.1% | +5.7% |
| 1Y | +4.6% | +66.5% | -61.9% | +2.3% |
| 3Y | +49.1% | -8.2% | +57.3% | +47.6% |
| 5Y | +46.1% | -1.5% | +47.6% | +43.0% |
| 10Y | +122.7% | +11.9% | +110.8% | +86.7% |
| All | +122.7% | +10.6% | +112.1% | +86.7% |
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