+63.7%
SE vs FDS
-23.3%
+87.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | -20.9% | +14.8% | -35.8% | -22.6% |
| 3M | -38.9% | +16.3% | -55.2% | -40.5% |
| 6M | -19.4% | +66.2% | -85.7% | -26.4% |
| YTD | -40.9% | +16.2% | -57.2% | -41.9% |
| 1Y | -46.2% | +21.8% | -68.0% | -47.8% |
| 3Y | +63.7% | -23.9% | +87.6% | +95.7% |
| All | +63.7% | -23.3% | +87.0% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling