+78.8%
SE vs FND
-33.5%
+112.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.1% | +2.0% |
| 7D | +3.3% | +8.5% | -5.2% | +1.4% |
| 30D | -18.2% | +17.2% | -35.4% | -21.0% |
| 3M | -31.3% | -14.9% | -16.3% | -29.1% |
| 6M | -10.1% | +3.1% | -13.2% | -11.5% |
| YTD | -38.9% | -12.4% | -26.5% | -38.4% |
| 1Y | -48.0% | -10.0% | -38.0% | -48.0% |
| 3Y | +78.8% | -31.3% | +110.1% | +132.5% |
| All | +78.8% | -33.5% | +112.3% | +132.5% |
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 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