-48.0%
SE vs FND
-14.8%
-33.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.5% |
| 7D | -7.7% | -4.4% | -3.3% | -6.7% |
| 30D | -22.8% | +14.5% | -37.3% | -25.1% |
| 3M | -43.7% | -15.6% | -28.1% | -41.7% |
| 6M | -12.8% | +4.7% | -17.5% | -14.2% |
| YTD | -42.0% | -16.1% | -25.9% | -41.9% |
| 1Y | -48.0% | -16.0% | -32.0% | -47.9% |
| All | -48.0% | -14.8% | -33.2% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling