+547.0%
FIX vs SN
+671.3%
-124.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.2% |
| 7D | +9.4% | +1.5% | +7.9% | +9.0% |
| 30D | -27.8% | +21.5% | -49.3% | -32.2% |
| 3M | -35.6% | +20.0% | -55.6% | -39.6% |
| 6M | -45.2% | +119.9% | -165.1% | -58.5% |
| YTD | +19.5% | +102.3% | -82.8% | -7.2% |
| 1Y | +24.2% | +148.0% | -123.8% | -9.6% |
| 3Y | +494.2% | +450.0% | +44.2% | +296.7% |
| All | +547.0% | +671.3% | -124.3% | +332.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling