+3,125.3%
FIX vs SE
+379.8%
+2,745.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +9.0% |
| 7D | -7.2% | +3.3% | -10.5% | -7.7% |
| 30D | -35.1% | -18.2% | -17.0% | -33.2% |
| 3M | -34.3% | -31.3% | -3.0% | -30.9% |
| 6M | -42.9% | -10.1% | -32.8% | -42.8% |
| YTD | +19.5% | -38.9% | +58.3% | +26.2% |
| 1Y | +16.8% | -48.0% | +64.8% | +26.4% |
| 3Y | +506.7% | +78.8% | +427.9% | +455.9% |
| 5Y | +1,046.7% | -77.1% | +1,123.8% | +1,175.3% |
| All | +3,125.3% | +379.8% | +2,745.5% | +2,228.8% |
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