+1,258.7%
FIX vs SMR
-53.6%
+1,312.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.8% |
| 7D | +9.4% | -8.3% | +17.7% | +11.0% |
| 30D | -27.8% | -20.1% | -7.7% | -25.0% |
| 3M | -35.6% | -52.7% | +17.1% | -28.1% |
| 6M | -45.2% | -61.0% | +15.8% | -37.5% |
| YTD | +19.5% | -67.1% | +86.6% | +37.2% |
| 1Y | +24.2% | -79.9% | +104.1% | +52.3% |
| 3Y | +494.2% | +101.7% | +392.4% | +431.7% |
| All | +1,258.7% | -53.6% | +1,312.3% | +1,290.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling