+70.1%
SE vs FN
+80.0%
-9.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -14.2% | +8.6% | -3.7% |
| 7D | -1.2% | -16.0% | +14.8% | +1.0% |
| 30D | -21.7% | -40.1% | +18.5% | -16.3% |
| 3M | -34.2% | -43.9% | +9.7% | -29.6% |
| 6M | -10.5% | -55.6% | +45.2% | -2.0% |
| YTD | -40.7% | -35.7% | -5.1% | -41.1% |
| 1Y | -52.1% | -39.8% | -12.2% | -51.9% |
| All | +70.1% | +80.0% | -9.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling