+196.3%
SE vs FND
-49.6%
+245.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -0.1% | -23.6% | +23.5% | +5.8% |
| 3M | +34.1% | +4.3% | +29.8% | +32.1% |
| 6M | +23.2% | -20.3% | +43.5% | +28.0% |
| YTD | -11.2% | -21.3% | +10.1% | -8.1% |
| 1Y | -40.5% | -45.4% | +4.8% | -33.6% |
| 3Y | +196.3% | -48.9% | +245.2% | +274.9% |
| All | +196.3% | -49.6% | +245.8% | +274.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling