+2,105.4%
FIX vs SM
+107.8%
+1,997.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.3% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -7.2% | +26.3% | -33.6% | -11.0% |
| 3M | -15.9% | +8.7% | -24.5% | -17.6% |
| 6M | +12.7% | +51.7% | -38.9% | +1.2% |
| YTD | +72.8% | +99.0% | -26.3% | +45.2% |
| 1Y | +122.9% | +34.6% | +88.3% | +103.8% |
| 3Y | +774.3% | -7.8% | +782.1% | +740.2% |
| All | +2,105.4% | +107.8% | +1,997.6% | +1,519.1% |
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