+568.6%
SE vs FND
+25.2%
+543.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -3.6% | -0.8% | -2.9% | -3.4% |
| 30D | -5.3% | -19.6% | +14.3% | +3.5% |
| 3M | +28.1% | -4.3% | +32.4% | +28.6% |
| 6M | +20.7% | -20.4% | +41.1% | +29.5% |
| YTD | -14.8% | -21.9% | +7.1% | -8.9% |
| 1Y | -43.6% | -45.2% | +1.6% | -30.7% |
| 3Y | +184.2% | -49.2% | +233.4% | +230.6% |
| 5Y | -66.3% | -61.8% | -4.5% | -57.1% |
| All | +568.6% | +25.2% | +543.4% | +453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling