+460.7%
FIX vs SN
+639.7%
-179.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.0% | -10.6% | -11.3% |
| 7D | -27.2% | +3.8% | -31.1% | -28.2% |
| 30D | -46.9% | +17.5% | -64.5% | -49.8% |
| 3M | -44.4% | +19.2% | -63.6% | -47.9% |
| 6M | -50.9% | +84.9% | -135.8% | -60.7% |
| YTD | +3.5% | +94.0% | -90.5% | -18.6% |
| 1Y | -2.1% | +151.3% | -153.4% | -29.2% |
| 3Y | +418.7% | +387.1% | +31.7% | +250.1% |
| All | +460.7% | +639.7% | -179.0% | +279.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling