+3,604.4%
FIX vs SM
+18.2%
+3,586.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -8.0% | -3.5% |
| 7D | +17.0% | +10.6% | +6.4% | +15.5% |
| 30D | -30.6% | -15.0% | -15.6% | -29.2% |
| 3M | -35.0% | +1.7% | -36.7% | -35.3% |
| 6M | -44.0% | +5.9% | -49.8% | -45.0% |
| YTD | +21.1% | +79.0% | -57.9% | +9.8% |
| 1Y | +16.3% | +84.7% | -68.4% | +4.7% |
| 3Y | +507.4% | -3.5% | +510.9% | +486.6% |
| 5Y | +1,052.1% | +4.9% | +1,047.1% | +971.2% |
| All | +3,604.4% | +18.2% | +3,586.2% | +2,421.4% |
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