+12,471.5%
FIX vs SM
+426.1%
+12,045.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -15.9% | +8.7% | -24.5% | -17.7% |
| 6M | +12.7% | +51.7% | -38.9% | +3.4% |
| YTD | +72.8% | +99.0% | -26.3% | +51.1% |
| 1Y | +122.9% | +34.6% | +88.3% | +106.2% |
| 3Y | +774.3% | -7.8% | +782.1% | +742.6% |
| 5Y | +2,049.5% | +104.8% | +1,944.7% | +1,659.2% |
| 10Y | +5,821.5% | +7.2% | +5,814.2% | +3,751.4% |
| All | +12,471.5% | +426.1% | +12,045.4% | +4,684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling