+365.7%
SE vs FDS
+97.2%
+268.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +2.0% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | -20.0% | +20.2% | -40.2% | -27.9% |
| 3M | -31.8% | +19.9% | -51.6% | -39.2% |
| 6M | -15.9% | +56.2% | -72.0% | -37.1% |
| YTD | -40.6% | +14.6% | -55.2% | -47.8% |
| 1Y | -50.7% | +31.6% | -82.3% | -61.0% |
| 3Y | +70.3% | -23.8% | +94.1% | +88.3% |
| 5Y | -78.8% | -22.6% | -56.3% | -76.7% |
| All | +365.7% | +97.2% | +268.5% | +215.7% |
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 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