+894.6%
FIX vs SM
-8.9%
+903.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.6% | -7.0% | -10.8% |
| 7D | -27.2% | -25.1% | -2.1% | -23.5% |
| 30D | -46.9% | -15.6% | -31.3% | -45.4% |
| 3M | -44.4% | +2.7% | -47.1% | -44.8% |
| 6M | -50.9% | -3.8% | -47.1% | -51.3% |
| YTD | +3.5% | +61.8% | -58.3% | -9.9% |
| 1Y | -2.1% | +71.4% | -73.5% | -16.4% |
| 3Y | +418.7% | -20.7% | +439.5% | +411.4% |
| 5Y | +894.6% | -11.5% | +906.1% | +817.3% |
| All | +894.6% | -8.9% | +903.4% | +817.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling