+355.0%
SE vs FND
+34.4%
+320.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.4% |
| 7D | -7.7% | -4.4% | -3.3% | -6.0% |
| 30D | -22.8% | +14.5% | -37.3% | -27.3% |
| 3M | -43.7% | -15.6% | -28.1% | -40.2% |
| 6M | -12.8% | +4.7% | -17.5% | -16.7% |
| YTD | -42.0% | -16.1% | -25.9% | -40.2% |
| 1Y | -48.0% | -16.0% | -32.0% | -46.7% |
| 3Y | +62.7% | -35.5% | +98.2% | +69.1% |
| 5Y | -77.8% | -60.5% | -17.3% | -72.3% |
| All | +355.0% | +34.4% | +320.7% | +263.5% |
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