+44.6%
FE vs SM
-20.0%
+64.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.4% |
| 7D | -1.0% | -25.9% | +24.9% | -1.1% |
| 30D | +4.1% | -15.1% | +19.3% | +4.1% |
| 3M | -1.0% | +4.9% | -5.9% | -1.1% |
| 6M | +4.0% | +6.1% | -2.1% | +3.9% |
| YTD | +6.8% | +63.4% | -56.6% | +6.5% |
| 1Y | +5.3% | +72.5% | -67.2% | +4.9% |
| 3Y | +44.6% | -16.9% | +61.5% | +39.5% |
| All | +44.6% | -20.0% | +64.6% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling