+589.4%
SE vs FDS
+81.6%
+507.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +1.0% |
| 7D | -6.1% | -1.9% | -4.2% | -5.3% |
| 30D | -2.5% | +9.0% | -11.5% | -7.4% |
| 3M | +21.7% | +18.9% | +2.9% | +8.4% |
| 6M | +27.0% | +35.1% | -8.1% | +3.0% |
| YTD | -12.1% | +5.5% | -17.6% | -18.3% |
| 1Y | -40.9% | -16.8% | -24.1% | -36.8% |
| 3Y | +191.0% | -28.1% | +219.1% | +233.3% |
| 5Y | -68.3% | -17.4% | -50.9% | -66.4% |
| All | +589.4% | +81.6% | +507.7% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling