+948.1%
FIX vs SE
-78.9%
+1,027.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -17.5% | +2.0% | -19.5% | -17.7% |
| 30D | -41.6% | -20.0% | -21.6% | -39.6% |
| 3M | -40.6% | -31.8% | -8.8% | -37.4% |
| 6M | -49.4% | -15.9% | -33.5% | -48.7% |
| YTD | +9.2% | -40.6% | +49.8% | +16.3% |
| 1Y | +6.5% | -50.7% | +57.1% | +16.7% |
| 3Y | +448.7% | +70.3% | +378.4% | +415.4% |
| All | +948.1% | -78.9% | +1,027.0% | +1,032.0% |
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