+14.5%
FIX vs SM
+62.4%
-47.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.7% | +12.1% | +9.2% |
| 7D | -7.2% | -22.3% | +15.0% | -9.8% |
| 30D | -35.1% | -21.4% | -13.8% | -36.6% |
| 3M | -34.3% | +1.4% | -35.6% | -31.8% |
| 6M | -42.9% | +0.1% | -43.0% | -39.9% |
| YTD | +19.5% | +59.0% | -39.5% | +35.2% |
| All | +14.5% | +62.4% | -47.9% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling