+6.5%
FIX vs SFM
-38.0%
+44.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.8% | +10.3% | +4.8% |
| 7D | -17.5% | -1.2% | -16.2% | -17.4% |
| 30D | -41.6% | -24.8% | -16.8% | -43.0% |
| 3M | -40.6% | -43.7% | +3.1% | -44.3% |
| 6M | -49.4% | -37.3% | -12.1% | -51.3% |
| YTD | +9.2% | -38.4% | +47.5% | +6.6% |
| 1Y | +6.5% | -36.9% | +43.4% | +2.3% |
| All | +6.5% | -38.0% | +44.4% | +2.3% |
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