+6.5%
FIX vs SE
-52.2%
+58.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -17.5% | +2.0% | -19.5% | -17.6% |
| 30D | -41.6% | -20.0% | -21.6% | -39.9% |
| 3M | -40.6% | -31.8% | -8.8% | -38.1% |
| 6M | -49.4% | -15.9% | -33.5% | -49.8% |
| YTD | +9.2% | -40.6% | +49.8% | +23.7% |
| 1Y | +6.5% | -50.7% | +57.1% | +32.2% |
| All | +6.5% | -52.2% | +58.6% | +32.2% |
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