+12.7%
FIX vs S
+49.9%
-37.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +6.0% | -7.7% | +13.7% | +5.4% |
| 30D | -7.2% | -5.3% | -1.9% | -7.5% |
| 3M | -15.9% | +20.3% | -36.1% | -13.2% |
| 6M | +12.7% | +47.4% | -34.6% | +19.0% |
| All | +12.7% | +49.9% | -37.2% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling