+2,695.6%
FIX vs SE
+365.4%
+2,330.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.7% | -5.9% | -10.8% |
| 7D | -27.2% | -1.2% | -26.0% | -27.1% |
| 30D | -46.9% | -21.7% | -25.3% | -45.0% |
| 3M | -44.4% | -34.2% | -10.2% | -41.3% |
| 6M | -50.9% | -10.5% | -40.4% | -50.8% |
| YTD | +3.5% | -40.7% | +44.3% | +9.9% |
| 1Y | -2.1% | -52.1% | +49.9% | +7.1% |
| 3Y | +418.7% | +68.9% | +349.9% | +378.9% |
| 5Y | +894.6% | -78.9% | +973.4% | +1,017.8% |
| All | +2,695.6% | +365.4% | +2,330.2% | +1,926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling