+448.7%
FIX vs SMR
+43.9%
+404.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +16.2% | -10.8% | +2.6% |
| 7D | -17.5% | -9.6% | -7.8% | -15.9% |
| 30D | -41.6% | -33.8% | -7.8% | -37.3% |
| 3M | -40.6% | -46.4% | +5.8% | -34.9% |
| 6M | -49.4% | -62.4% | +13.1% | -41.6% |
| YTD | +9.2% | -64.1% | +73.3% | +24.3% |
| 1Y | +6.5% | -84.3% | +90.8% | +36.4% |
| 3Y | +448.7% | +55.8% | +392.9% | +404.7% |
| All | +448.7% | +43.9% | +404.8% | +404.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling