+420.4%
FIX vs SE
+64.7%
+355.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.7% | -5.9% | -10.3% |
| 7D | -27.2% | -1.2% | -26.0% | -27.0% |
| 30D | -46.9% | -21.7% | -25.3% | -44.0% |
| 3M | -44.4% | -34.2% | -10.2% | -39.5% |
| 6M | -50.9% | -10.5% | -40.4% | -51.2% |
| YTD | +3.5% | -40.7% | +44.3% | +14.4% |
| 1Y | -2.1% | -52.1% | +49.9% | +14.6% |
| All | +420.4% | +64.7% | +355.7% | +449.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling