+14.4%
FIX vs SMR
-87.0%
+101.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.5% | -10.6% | -13.9% |
| 7D | -18.9% | -9.5% | -9.4% | -16.6% |
| 30D | -36.3% | -33.2% | -3.1% | -29.3% |
| 3M | -38.5% | -45.9% | +7.4% | -29.7% |
| 6M | -42.3% | -57.9% | +15.6% | -30.8% |
| YTD | +17.1% | -63.8% | +80.9% | +38.0% |
| 1Y | +14.4% | -85.6% | +100.0% | +76.4% |
| All | +14.4% | -87.0% | +101.4% | +76.4% |
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