+16.3%
FIX vs SE
-48.7%
+65.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -28.4% |
| 3M | -35.0% | -41.8% | +6.8% | -30.7% |
| 6M | -44.0% | -22.4% | -21.6% | -43.4% |
| YTD | +21.1% | -41.6% | +62.7% | +38.1% |
| 1Y | +16.3% | -48.0% | +64.3% | +39.7% |
| All | +16.3% | -48.7% | +65.0% | +39.7% |
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