+506.7%
FIX vs SITM
+316.6%
+190.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.6% | -0.2% | +6.2% |
| 7D | -7.2% | +9.4% | -16.6% | -9.7% |
| 30D | -35.1% | -25.4% | -9.8% | -28.6% |
| 3M | -34.3% | -37.0% | +2.7% | -24.3% |
| 6M | -42.9% | -45.1% | +2.2% | -32.9% |
| YTD | +19.5% | +29.4% | -10.0% | +4.7% |
| 1Y | +16.8% | +39.8% | -23.0% | -0.4% |
| 3Y | +506.7% | +328.2% | +178.5% | +250.3% |
| All | +506.7% | +316.6% | +190.1% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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