+1,865.0%
FIX vs SMR
-3.5%
+1,868.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +6.0% | +4.4% | +1.6% | +5.3% |
| 30D | -7.2% | +3.4% | -10.7% | -8.1% |
| 3M | -15.9% | -19.2% | +3.3% | -13.7% |
| 6M | +12.7% | -22.6% | +35.4% | +15.1% |
| YTD | +72.8% | -31.5% | +104.3% | +77.8% |
| 1Y | +122.9% | -73.1% | +196.0% | +155.9% |
| 3Y | +774.3% | +55.0% | +719.4% | +668.1% |
| All | +1,865.0% | -3.5% | +1,868.4% | +1,703.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling