+4,565.5%
FIX vs SE
+589.8%
+3,975.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +6.0% | -6.1% | +12.1% | +7.0% |
| 30D | -7.2% | -2.5% | -4.8% | -7.2% |
| 3M | -15.9% | +21.7% | -37.6% | -18.8% |
| 6M | +12.7% | +27.0% | -14.3% | +7.5% |
| YTD | +72.8% | -12.1% | +84.9% | +73.5% |
| 1Y | +122.9% | -40.9% | +163.8% | +136.8% |
| 3Y | +774.3% | +191.0% | +583.3% | +647.4% |
| 5Y | +2,049.5% | -68.3% | +2,117.8% | +2,178.7% |
| All | +4,565.5% | +589.8% | +3,975.7% | +3,101.0% |
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 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