-48.0%
SE vs FN
-19.6%
-28.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.9% | -9.5% | -4.0% |
| 7D | -7.7% | +8.0% | -15.7% | -8.3% |
| 30D | -22.8% | -19.1% | -3.7% | -22.5% |
| 3M | -43.7% | -29.8% | -13.9% | -43.2% |
| 6M | -12.8% | -43.2% | +30.4% | -11.2% |
| YTD | -42.0% | -18.9% | -23.1% | -44.9% |
| 1Y | -48.0% | -17.9% | -30.1% | -51.7% |
| All | -48.0% | -19.6% | -28.4% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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