+948.1%
FIX vs SFM
+105.4%
+842.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.8% | +10.3% | +6.1% |
| 7D | -17.5% | -1.2% | -16.2% | -17.6% |
| 30D | -41.6% | -24.8% | -16.8% | -39.5% |
| 3M | -40.6% | -43.7% | +3.1% | -35.6% |
| 6M | -49.4% | -37.3% | -12.1% | -46.6% |
| YTD | +9.2% | -38.4% | +47.5% | +14.4% |
| 1Y | +6.5% | -36.9% | +43.4% | +10.7% |
| 3Y | +448.7% | +20.7% | +428.1% | +409.9% |
| All | +948.1% | +105.4% | +842.7% | +765.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling