+576.2%
FE vs SM
+327.3%
+248.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.2% | +26.3% | -27.5% | -2.9% |
| 3M | +3.5% | +8.7% | -5.2% | +2.6% |
| 6M | -6.1% | +51.7% | -57.7% | -9.4% |
| YTD | +7.6% | +99.0% | -91.4% | +1.6% |
| 1Y | +11.9% | +34.6% | -22.7% | +8.4% |
| 3Y | +48.4% | -7.8% | +56.2% | +45.4% |
| 5Y | +44.8% | +104.8% | -60.0% | +30.4% |
| 10Y | +115.9% | +7.2% | +108.6% | +71.4% |
| All | +576.2% | +327.3% | +248.9% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling