+3,759.0%
FIX vs SM
+10.6%
+3,748.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.6% | -0.5% | +4.3% |
| 7D | +6.4% | +0.3% | +6.1% | +6.4% |
| 30D | -29.1% | -17.3% | -11.8% | -27.4% |
| 3M | -31.1% | -3.6% | -27.6% | -31.0% |
| 6M | -42.8% | +2.9% | -45.7% | -43.6% |
| YTD | +24.6% | +70.2% | -45.6% | +13.7% |
| 1Y | +21.9% | +66.5% | -44.6% | +11.3% |
| 3Y | +524.9% | -8.2% | +533.1% | +507.5% |
| 5Y | +1,092.2% | -1.5% | +1,093.7% | +1,017.5% |
| 10Y | +3,759.0% | +11.9% | +3,747.1% | +2,551.4% |
| All | +3,759.0% | +10.6% | +3,748.5% | +2,551.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling