+420.4%
FIX vs SN
+384.9%
+35.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.0% | -10.6% | -11.2% |
| 7D | -27.2% | +3.8% | -31.1% | -28.5% |
| 30D | -46.9% | +17.5% | -64.5% | -50.5% |
| 3M | -44.4% | +19.2% | -63.6% | -48.7% |
| 6M | -50.9% | +84.9% | -135.8% | -63.1% |
| YTD | +3.5% | +94.0% | -90.5% | -24.0% |
| 1Y | -2.1% | +151.3% | -153.4% | -35.8% |
| All | +420.4% | +384.9% | +35.5% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling