+5,892.0%
FIX vs SM
+6.6%
+5,885.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -7.2% | +26.3% | -33.6% | -10.0% |
| 3M | -15.9% | +8.7% | -24.5% | -17.3% |
| 6M | +12.7% | +51.7% | -38.9% | +5.1% |
| YTD | +72.8% | +99.0% | -26.3% | +54.9% |
| 1Y | +122.9% | +34.6% | +88.3% | +109.5% |
| 3Y | +774.3% | -7.8% | +782.1% | +749.1% |
| 5Y | +2,049.5% | +104.8% | +1,944.7% | +1,751.3% |
| All | +5,892.0% | +6.6% | +5,885.3% | +4,089.0% |
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