+13.8%
FIX vs SM
+64.7%
-51.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.5% |
| 7D | -13.9% | -19.5% | +5.6% | -15.9% |
| 30D | -35.5% | -20.2% | -15.3% | -36.9% |
| 3M | -33.9% | -6.5% | -27.4% | -32.9% |
| 6M | -43.3% | +1.6% | -44.9% | -40.2% |
| YTD | +18.7% | +61.2% | -42.6% | +34.5% |
| 1Y | +13.8% | +65.4% | -51.6% | +30.7% |
| All | +13.8% | +64.7% | -51.0% | +30.7% |
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