+502.5%
FIX vs SMR
+132.9%
+369.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.0% | -1.4% |
| 7D | +17.0% | +10.3% | +6.7% | +14.9% |
| 30D | -30.6% | -25.7% | -4.9% | -26.8% |
| 3M | -35.0% | -49.7% | +14.7% | -27.7% |
| 6M | -44.0% | -59.8% | +15.9% | -35.7% |
| YTD | +21.1% | -66.0% | +87.1% | +39.8% |
| 1Y | +16.3% | -81.4% | +97.7% | +46.8% |
| All | +502.5% | +132.9% | +369.6% | +419.1% |
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 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