-58.7%
FIG vs SE
-42.8%
-15.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.2% |
| 7D | -14.5% | -3.6% | -10.8% | -13.6% |
| 30D | -13.3% | -5.3% | -8.0% | -12.8% |
| 3M | +7.4% | +28.1% | -20.7% | +0.1% |
| 6M | -27.8% | +20.7% | -48.4% | -32.1% |
| YTD | -41.1% | -14.8% | -26.3% | -38.9% |
| 1Y | -58.7% | -43.6% | -15.1% | -45.2% |
| All | -58.7% | -42.8% | -15.9% | -45.2% |
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