-51.7%
FIG vs SE
-48.0%
-3.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.8% | +4.3% |
| 7D | -4.7% | +6.7% | -11.3% | -5.9% |
| 30D | +0.5% | -17.2% | +17.7% | +4.6% |
| 3M | -18.4% | -28.0% | +9.6% | -12.9% |
| 6M | +10.9% | -6.1% | +17.0% | +10.7% |
| YTD | -40.8% | -37.1% | -3.6% | -35.1% |
| 1Y | -51.7% | -48.8% | -2.9% | -44.9% |
| All | -51.7% | -48.0% | -3.7% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling