+1,027.6%
FIX vs SE
-78.2%
+1,105.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +9.4% | -0.5% | +9.9% | +9.5% |
| 30D | -27.8% | -20.9% | -6.8% | -25.2% |
| 3M | -35.6% | -38.9% | +3.3% | -30.8% |
| 6M | -45.2% | -19.4% | -25.8% | -44.1% |
| YTD | +19.5% | -40.9% | +60.4% | +27.3% |
| 1Y | +24.2% | -46.2% | +70.4% | +34.4% |
| 3Y | +494.2% | +63.7% | +430.4% | +460.8% |
| All | +1,027.6% | -78.2% | +1,105.7% | +1,108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling