-48.8%
SE vs FDS
+31.1%
-79.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +4.3% |
| 7D | +6.7% | +9.4% | -2.8% | +6.1% |
| 30D | -17.2% | +23.8% | -41.0% | -18.4% |
| 3M | -28.0% | +25.1% | -53.2% | -29.3% |
| 6M | -6.1% | +53.8% | -59.9% | -8.9% |
| YTD | -37.1% | +19.6% | -56.7% | -39.8% |
| 1Y | -48.8% | +31.6% | -80.4% | -47.7% |
| All | -48.8% | +31.1% | -79.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling