+581.0%
FE vs SM
+247.4%
+333.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.2% |
| 7D | +0.6% | -25.1% | +25.7% | +2.5% |
| 30D | +6.4% | -15.6% | +22.0% | +7.5% |
| 3M | -0.5% | +2.7% | -3.2% | -1.0% |
| 6M | +4.7% | -3.8% | +8.6% | +4.3% |
| YTD | +8.4% | +61.8% | -53.5% | +3.6% |
| 1Y | +7.2% | +71.4% | -64.1% | +2.0% |
| 3Y | +44.9% | -20.7% | +65.6% | +43.1% |
| 5Y | +46.3% | -11.5% | +57.8% | +40.2% |
| 10Y | +110.3% | +10.2% | +100.0% | +65.0% |
| All | +581.0% | +247.4% | +333.6% | +291.1% |
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