-83.7%
FIG vs SE
-52.6%
-31.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -13.1% | +2.0% | -15.1% | -13.1% |
| 30D | -13.0% | -20.0% | +7.0% | -8.9% |
| 3M | -21.5% | -31.8% | +10.2% | -15.8% |
| 6M | -2.5% | -15.9% | +13.4% | +0.1% |
| YTD | -49.7% | -40.6% | -9.0% | -45.3% |
| 1Y | -59.1% | -50.7% | -8.4% | -54.5% |
| All | -83.7% | -52.6% | -31.2% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling