+121.0%
FE vs SM
+18.2%
+102.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.2% | -0.2% |
| 7D | -0.3% | +10.6% | -10.9% | -0.6% |
| 30D | +3.9% | -15.0% | +18.9% | +4.3% |
| 3M | -0.1% | +1.7% | -1.8% | -0.3% |
| 6M | +6.1% | +5.9% | +0.2% | +5.6% |
| YTD | +8.1% | +79.0% | -70.9% | +5.5% |
| 1Y | +4.4% | +84.7% | -80.2% | +1.8% |
| 3Y | +49.0% | -3.5% | +52.5% | +47.2% |
| 5Y | +46.1% | +4.9% | +41.2% | +42.7% |
| All | +121.0% | +18.2% | +102.9% | +84.4% |
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