+379.5%
SE vs FDS
+96.5%
+282.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +3.3% | -5.0% | +8.2% | +5.9% |
| 30D | -18.2% | +13.8% | -31.9% | -24.0% |
| 3M | -31.3% | +14.8% | -46.1% | -37.3% |
| 6M | -10.1% | +47.4% | -57.5% | -30.4% |
| YTD | -38.9% | +14.2% | -53.0% | -46.2% |
| 1Y | -48.0% | +26.6% | -74.7% | -57.8% |
| 3Y | +78.8% | -24.4% | +103.2% | +98.8% |
| 5Y | -77.1% | -22.6% | -54.5% | -74.8% |
| All | +379.5% | +96.5% | +282.9% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling