-68.1%
SE vs FN
+289.0%
-357.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.6% |
| 7D | -6.1% | -1.7% | -4.4% | -5.8% |
| 30D | -2.5% | -22.0% | +19.5% | +1.9% |
| 3M | +21.7% | -43.0% | +64.7% | +34.9% |
| 6M | +27.0% | -27.7% | +54.7% | +29.1% |
| YTD | -12.1% | -10.5% | -1.6% | -17.2% |
| 1Y | -40.9% | +12.5% | -53.4% | -48.6% |
| 3Y | +191.0% | +153.8% | +37.2% | +76.7% |
| All | -68.1% | +289.0% | -357.1% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling