-83.2%
FIG vs SE
-52.8%
-30.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | -9.5% | -20.9% | +11.5% | -4.9% |
| 3M | -26.2% | -38.9% | +12.7% | -18.2% |
| 6M | +2.7% | -19.4% | +22.1% | +6.3% |
| YTD | -48.0% | -40.9% | -7.0% | -43.4% |
| 1Y | -52.0% | -46.2% | -5.9% | -47.1% |
| All | -83.2% | -52.8% | -30.4% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling