+14.4%
FIX vs SFM
-35.8%
+50.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.6% | -18.7% | -14.5% |
| 7D | -18.9% | -12.3% | -6.7% | -19.4% |
| 30D | -36.3% | -16.2% | -20.1% | -37.0% |
| 3M | -38.5% | -36.8% | -1.7% | -41.4% |
| 6M | -42.3% | -32.6% | -9.7% | -44.0% |
| YTD | +17.1% | -31.7% | +48.8% | +15.6% |
| 1Y | +14.4% | -35.0% | +49.4% | +13.5% |
| All | +14.4% | -35.8% | +50.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling