+1,989.1%
FIX vs S
-56.8%
+2,045.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +6.0% | -7.7% | +13.7% | +7.1% |
| 30D | -7.2% | -5.3% | -1.9% | -6.9% |
| 3M | -15.9% | +20.3% | -36.1% | -18.5% |
| 6M | +12.7% | +47.4% | -34.6% | +5.0% |
| YTD | +72.8% | +32.5% | +40.3% | +63.0% |
| 1Y | +122.9% | +9.5% | +113.4% | +116.0% |
| 3Y | +774.3% | +15.5% | +758.8% | +740.1% |
| 5Y | +2,049.5% | -71.2% | +2,120.7% | +2,025.6% |
| All | +1,989.1% | -56.8% | +2,045.9% | +2,040.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling