+14.4%
FIX vs SO
+3.3%
+11.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.7% | -14.4% | -15.4% |
| 7D | -18.9% | +1.7% | -20.7% | -18.3% |
| 30D | -36.3% | +11.1% | -47.4% | -34.1% |
| 3M | -38.5% | +0.7% | -39.2% | -38.1% |
| 6M | -42.3% | -1.4% | -40.9% | -42.3% |
| YTD | +17.1% | +9.4% | +7.7% | +20.0% |
| 1Y | +14.4% | +3.7% | +10.7% | +21.8% |
| All | +14.4% | +3.3% | +11.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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