+1,027.6%
FIX vs S
-71.1%
+1,098.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.4% | +2.0% | +7.5% | +9.2% |
| 30D | -27.8% | -2.7% | -25.1% | -27.5% |
| 3M | -35.6% | -6.9% | -28.7% | -35.2% |
| 6M | -45.2% | +38.1% | -83.3% | -48.7% |
| YTD | +19.5% | +48.0% | -28.5% | +9.6% |
| 1Y | +24.2% | +34.5% | -10.2% | +15.6% |
| 3Y | +494.2% | +38.3% | +455.8% | +451.5% |
| All | +1,027.6% | -71.1% | +1,098.7% | +1,074.7% |
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 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