+24.2%
FIX vs S
+30.9%
-6.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +9.4% | +2.0% | +7.5% | +9.5% |
| 30D | -27.8% | -2.7% | -25.1% | -27.5% |
| 3M | -35.6% | -6.9% | -28.7% | -34.8% |
| 6M | -45.2% | +38.1% | -83.3% | -42.8% |
| YTD | +19.5% | +48.0% | -28.5% | +25.8% |
| 1Y | +24.2% | +34.5% | -10.2% | +31.7% |
| All | +24.2% | +30.9% | -6.7% | +31.7% |
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