+894.6%
FIX vs S
-69.2%
+963.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.8% | -2.8% | -10.3% |
| 7D | -27.2% | -16.7% | -10.6% | -25.2% |
| 30D | -46.9% | -17.0% | -29.9% | -45.5% |
| 3M | -44.4% | +2.0% | -46.4% | -45.0% |
| 6M | -50.9% | +35.1% | -86.0% | -53.9% |
| YTD | +3.5% | +42.8% | -39.3% | -4.5% |
| 1Y | -2.1% | +27.7% | -29.8% | -8.1% |
| 3Y | +418.7% | +33.0% | +385.8% | +384.2% |
| 5Y | +894.6% | -68.0% | +962.5% | +934.4% |
| All | +894.6% | -69.2% | +963.7% | +934.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling