+506.7%
FIX vs SFM
+23.1%
+483.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +9.3% |
| 7D | -7.2% | -10.2% | +3.0% | -6.0% |
| 30D | -35.1% | -23.9% | -11.2% | -32.9% |
| 3M | -34.3% | -42.3% | +8.0% | -28.7% |
| 6M | -42.9% | -40.1% | -2.8% | -39.0% |
| YTD | +19.5% | -37.8% | +57.2% | +25.2% |
| 1Y | +16.8% | -37.1% | +53.9% | +21.5% |
| 3Y | +506.7% | +21.5% | +485.2% | +328.4% |
| All | +506.7% | +23.1% | +483.6% | +328.4% |
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