+1,911.5%
FIX vs SMR
+11.2%
+1,900.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.3% | -12.9% | -0.1% |
| 7D | +6.1% | +21.4% | -15.3% | +2.6% |
| 30D | -2.7% | +13.8% | -16.5% | -5.2% |
| 3M | -10.9% | +3.9% | -14.8% | -12.3% |
| 6M | +29.0% | -4.2% | +33.2% | +27.1% |
| YTD | +76.9% | -21.1% | +98.0% | +77.6% |
| 1Y | +130.7% | -67.1% | +197.8% | +156.4% |
| 3Y | +790.7% | +88.9% | +701.8% | +658.1% |
| All | +1,911.5% | +11.2% | +1,900.2% | +1,701.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling