+13.8%
FIX vs SN
+140.3%
-126.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.3% |
| 7D | -13.9% | +7.6% | -21.5% | -15.7% |
| 30D | -35.5% | +22.4% | -58.0% | -39.5% |
| 3M | -33.9% | +21.7% | -55.6% | -38.0% |
| 6M | -43.3% | +102.8% | -146.1% | -58.7% |
| YTD | +18.7% | +102.4% | -83.7% | -14.2% |
| 1Y | +13.8% | +139.0% | -125.2% | -22.4% |
| All | +13.8% | +140.3% | -126.6% | -22.4% |
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 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