+14.5%
FIX vs SFM
-37.1%
+51.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +9.5% |
| 7D | -7.2% | -10.2% | +3.0% | -8.4% |
| 30D | -35.1% | -23.9% | -11.2% | -36.7% |
| 3M | -34.3% | -42.3% | +8.0% | -38.1% |
| 6M | -42.9% | -40.1% | -2.8% | -45.7% |
| YTD | +19.5% | -37.8% | +57.2% | +16.8% |
| All | +14.5% | -37.1% | +51.6% | +10.5% |
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