+589.4%
SE vs FND
+32.2%
+557.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.6% |
| 7D | -6.1% | -5.2% | -0.9% | -4.1% |
| 30D | -2.5% | -19.9% | +17.4% | +6.7% |
| 3M | +21.7% | +2.7% | +19.0% | +18.6% |
| 6M | +27.0% | -21.7% | +48.7% | +37.3% |
| YTD | -12.1% | -17.5% | +5.4% | -8.1% |
| 1Y | -40.9% | -39.3% | -1.6% | -30.5% |
| 3Y | +191.0% | -49.8% | +240.8% | +241.9% |
| 5Y | -68.3% | -60.1% | -8.2% | -60.3% |
| All | +589.4% | +32.2% | +557.2% | +458.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling