+1,046.7%
FIX vs SM
-13.5%
+1,060.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.7% | +12.1% | +9.9% |
| 7D | -7.2% | -22.3% | +15.0% | -3.0% |
| 30D | -35.1% | -21.4% | -13.8% | -32.4% |
| 3M | -34.3% | +1.4% | -35.6% | -34.6% |
| 6M | -42.9% | +0.1% | -43.0% | -43.8% |
| YTD | +19.5% | +59.0% | -39.5% | +4.2% |
| 1Y | +16.8% | +64.3% | -47.6% | +0.6% |
| 3Y | +506.7% | -13.1% | +519.8% | +487.2% |
| 5Y | +1,046.7% | -13.9% | +1,060.6% | +960.9% |
| All | +1,046.7% | -13.5% | +1,060.2% | +960.9% |
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