+2,105.4%
FIX vs S
-71.4%
+2,176.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.0% | -7.7% | +13.7% | +7.2% |
| 30D | -7.2% | -5.3% | -1.9% | -6.8% |
| 3M | -15.9% | +20.3% | -36.1% | -18.8% |
| 6M | +12.7% | +47.4% | -34.6% | +4.4% |
| YTD | +72.8% | +32.5% | +40.3% | +62.2% |
| 1Y | +122.9% | +9.5% | +113.4% | +115.4% |
| 3Y | +774.3% | +15.5% | +758.8% | +735.7% |
| All | +2,105.4% | -71.4% | +2,176.8% | +2,142.3% |
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 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