+420.4%
FIX vs SFM
+24.6%
+395.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.1% | -6.4% | -10.9% |
| 7D | -27.2% | +7.5% | -34.7% | -28.2% |
| 30D | -46.9% | -20.8% | -26.1% | -45.4% |
| 3M | -44.4% | -39.4% | -5.0% | -40.1% |
| 6M | -50.9% | -34.5% | -16.4% | -48.4% |
| YTD | +3.5% | -35.2% | +38.8% | +8.0% |
| 1Y | -2.1% | -35.3% | +33.2% | +1.8% |
| All | +420.4% | +24.6% | +395.8% | +262.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling