+122.9%
FIX vs SMR
-76.3%
+199.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +6.0% | +4.4% | +1.6% | +4.9% |
| 30D | -7.2% | +3.4% | -10.7% | -8.6% |
| 3M | -15.9% | -19.2% | +3.3% | -13.2% |
| 6M | +12.7% | -22.6% | +35.4% | +15.5% |
| YTD | +72.8% | -31.5% | +104.3% | +77.8% |
| 1Y | +122.9% | -73.1% | +196.0% | +161.8% |
| All | +122.9% | -76.3% | +199.2% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling