+6.5%
FIX vs SMR
-86.4%
+92.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +16.2% | -10.8% | +0.9% |
| 7D | -17.5% | -9.6% | -7.8% | -15.2% |
| 30D | -41.6% | -33.8% | -7.8% | -35.1% |
| 3M | -40.6% | -46.4% | +5.8% | -32.0% |
| 6M | -49.4% | -62.4% | +13.1% | -37.4% |
| YTD | +9.2% | -64.1% | +73.3% | +28.4% |
| 1Y | +6.5% | -84.3% | +90.8% | +61.0% |
| All | +6.5% | -86.4% | +92.8% | +61.0% |
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 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