+122.9%
FIX vs SN
+46.4%
+76.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.3% |
| 7D | +6.0% | -9.3% | +15.4% | +9.4% |
| 30D | -7.2% | -4.8% | -2.5% | -6.0% |
| 3M | -15.9% | +40.4% | -56.3% | -28.1% |
| 6M | +12.7% | +50.9% | -38.2% | -8.3% |
| YTD | +72.8% | +54.9% | +17.8% | +39.9% |
| 1Y | +122.9% | +43.0% | +79.9% | +87.0% |
| All | +122.9% | +46.4% | +76.5% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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