+1,364.8%
FIX vs S
-51.5%
+1,416.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.3% | +3.5% | -1.9% |
| 7D | +17.0% | +4.1% | +12.9% | +16.5% |
| 30D | -30.6% | -7.2% | -23.4% | -29.9% |
| 3M | -35.0% | 0.0% | -35.0% | -35.4% |
| 6M | -44.0% | +41.6% | -85.6% | -47.3% |
| YTD | +21.1% | +48.6% | -27.5% | +12.2% |
| 1Y | +16.3% | +30.0% | -13.8% | +9.7% |
| 3Y | +507.4% | +42.2% | +465.2% | +468.8% |
| 5Y | +1,052.1% | -70.8% | +1,122.8% | +1,018.2% |
| All | +1,364.8% | -51.5% | +1,416.3% | +1,373.3% |
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