+1,368.9%
FIX vs COMP
-52.8%
+1,421.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.7% | -22.8% | -16.0% |
| 7D | -18.9% | +9.5% | -28.4% | -20.0% |
| 30D | -36.3% | +8.1% | -44.4% | -37.2% |
| 3M | -38.5% | -16.3% | -22.2% | -37.6% |
| 6M | -42.3% | +42.2% | -84.5% | -45.8% |
| YTD | +17.1% | -5.0% | +22.1% | +14.9% |
| 1Y | +14.4% | +20.1% | -5.7% | +8.9% |
| 3Y | +486.7% | +358.4% | +128.2% | +362.3% |
| 5Y | +1,083.7% | -21.9% | +1,105.7% | +952.8% |
| All | +1,368.9% | -52.8% | +1,421.6% | +1,268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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