+420.4%
FIX vs S
+32.3%
+388.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.8% | -2.8% | -9.7% |
| 7D | -27.2% | -16.7% | -10.6% | -24.4% |
| 30D | -46.9% | -17.0% | -29.9% | -44.9% |
| 3M | -44.4% | +2.0% | -46.4% | -45.2% |
| 6M | -50.9% | +35.1% | -86.0% | -55.4% |
| YTD | +3.5% | +42.8% | -39.3% | -8.8% |
| 1Y | -2.1% | +27.7% | -29.8% | -11.0% |
| All | +420.4% | +32.3% | +388.1% | +338.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling