+14.5%
FIX vs SMR
-83.0%
+97.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.1% | +2.3% | +7.4% |
| 7D | -7.2% | +1.7% | -8.9% | -7.6% |
| 30D | -35.1% | -24.4% | -10.7% | -30.3% |
| 3M | -34.3% | -44.6% | +10.3% | -25.3% |
| 6M | -42.9% | -56.7% | +13.7% | -32.0% |
| YTD | +19.5% | -61.6% | +81.1% | +37.7% |
| All | +14.5% | -83.0% | +97.5% | +65.1% |
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