+948.1%
FIX vs SM
-11.5%
+959.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.5% | +5.3% |
| 7D | -17.5% | -25.9% | +8.4% | -13.0% |
| 30D | -41.6% | -15.1% | -26.4% | -39.9% |
| 3M | -40.6% | +4.9% | -45.5% | -41.2% |
| 6M | -49.4% | +6.1% | -55.5% | -50.7% |
| YTD | +9.2% | +63.4% | -54.3% | -5.2% |
| 1Y | +6.5% | +72.5% | -66.0% | -9.1% |
| 3Y | +448.7% | -16.9% | +465.6% | +436.3% |
| All | +948.1% | -11.5% | +959.6% | +866.7% |
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 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