+1,407.0%
FIX vs S
-48.3%
+1,455.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.8% |
| 7D | +6.4% | +1.2% | +5.2% | +6.4% |
| 30D | -29.1% | -7.3% | -21.8% | -28.4% |
| 3M | -31.1% | +5.9% | -37.0% | -32.1% |
| 6M | -42.8% | +45.6% | -88.4% | -46.4% |
| YTD | +24.6% | +58.5% | -33.9% | +14.4% |
| 1Y | +21.9% | +37.6% | -15.7% | +14.2% |
| 3Y | +524.9% | +51.7% | +473.3% | +480.1% |
| 5Y | +1,092.2% | -67.5% | +1,159.7% | +1,048.7% |
| All | +1,407.0% | -48.3% | +1,455.3% | +1,402.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling