-40.9%
SE vs FDS
-17.4%
-23.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | -6.1% | -1.9% | -4.2% | -6.0% |
| 30D | -2.5% | +9.0% | -11.5% | -3.2% |
| 3M | +21.7% | +18.9% | +2.9% | +19.3% |
| 6M | +27.0% | +35.1% | -8.1% | +23.8% |
| YTD | -12.1% | +5.5% | -17.6% | -13.8% |
| 1Y | -40.9% | -16.8% | -24.1% | -41.4% |
| All | -40.9% | -17.4% | -23.5% | -41.4% |
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