+3,171.1%
FIX vs SE
+358.6%
+2,812.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | +17.0% | -1.5% | +18.5% | +17.2% |
| 30D | -30.6% | -22.3% | -8.3% | -28.1% |
| 3M | -35.0% | -41.8% | +6.8% | -30.0% |
| 6M | -44.0% | -22.4% | -21.6% | -42.5% |
| YTD | +21.1% | -41.6% | +62.7% | +28.8% |
| 1Y | +16.3% | -48.0% | +64.3% | +25.8% |
| 3Y | +507.4% | +63.9% | +443.5% | +463.0% |
| 5Y | +1,052.1% | -78.2% | +1,130.2% | +1,189.5% |
| All | +3,171.1% | +358.6% | +2,812.5% | +2,276.6% |
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