+128.1%
FIX vs SMR
-68.5%
+196.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.2% |
| 7D | +3.5% | +13.1% | -9.5% | +0.3% |
| 30D | -3.5% | +17.8% | -21.3% | -8.0% |
| 3M | -11.8% | +8.1% | -19.9% | -14.9% |
| 6M | +17.8% | -11.1% | +28.9% | +16.5% |
| YTD | +73.3% | -23.7% | +97.0% | +73.4% |
| 1Y | +128.1% | -69.4% | +197.5% | +160.5% |
| All | +128.1% | -68.5% | +196.6% | +160.5% |
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