-42.3%
FIX vs SN
+91.7%
-134.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.1% | -19.2% | -14.8% |
| 7D | -18.9% | +10.6% | -29.5% | -18.6% |
| 30D | -36.3% | +20.0% | -56.3% | -36.0% |
| 3M | -38.5% | +30.4% | -68.9% | -38.3% |
| 6M | -42.3% | +91.0% | -133.3% | -44.5% |
| All | -42.3% | +91.7% | -134.0% | -44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling