+420.4%
FIX vs SM
-20.8%
+441.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.6% | -7.0% | -10.9% |
| 7D | -27.2% | -25.1% | -2.1% | -24.1% |
| 30D | -46.9% | -15.6% | -31.3% | -45.5% |
| 3M | -44.4% | +2.7% | -47.1% | -44.6% |
| 6M | -50.9% | -3.8% | -47.1% | -51.1% |
| YTD | +3.5% | +61.8% | -58.3% | -11.3% |
| 1Y | -2.1% | +71.4% | -73.5% | -18.0% |
| All | +420.4% | -20.8% | +441.2% | +424.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling