+6.5%
FIX vs S
+31.6%
-25.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.5% |
| 7D | -17.5% | -13.4% | -4.0% | -17.7% |
| 30D | -41.6% | -14.0% | -27.6% | -41.7% |
| 3M | -40.6% | +4.9% | -45.5% | -39.5% |
| 6M | -49.4% | +42.0% | -91.4% | -47.5% |
| YTD | +9.2% | +45.1% | -36.0% | +13.9% |
| 1Y | +6.5% | +33.1% | -26.6% | +12.4% |
| All | +6.5% | +31.6% | -25.2% | +12.4% |
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