+14.4%
FIX vs SE
-48.0%
+62.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.5% | -19.5% | -15.6% |
| 7D | -18.9% | +6.7% | -25.6% | -19.7% |
| 30D | -36.3% | -17.2% | -19.1% | -34.8% |
| 3M | -38.5% | -28.0% | -10.5% | -36.4% |
| 6M | -42.3% | -6.1% | -36.2% | -44.3% |
| YTD | +17.1% | -37.1% | +54.2% | +32.0% |
| 1Y | +14.4% | -48.8% | +63.2% | +43.3% |
| All | +14.4% | -48.0% | +62.4% | +43.3% |
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