+14.4%
FIX vs S
+36.5%
-22.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.6% | -16.7% | -15.0% |
| 7D | -18.9% | -8.2% | -10.7% | -19.2% |
| 30D | -36.3% | -7.6% | -28.7% | -36.4% |
| 3M | -38.5% | +12.0% | -50.5% | -37.4% |
| 6M | -42.3% | +50.6% | -92.8% | -40.2% |
| YTD | +17.1% | +56.6% | -39.5% | +22.0% |
| 1Y | +14.4% | +39.2% | -24.8% | +21.2% |
| All | +14.4% | +36.5% | -22.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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