+122.9%
FIX vs SO
-1.3%
+124.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +1.7% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | -7.2% | -4.6% | -2.7% | -8.8% |
| 3M | -15.9% | -3.0% | -12.8% | -17.6% |
| 6M | +12.7% | -8.3% | +21.0% | +9.0% |
| YTD | +72.8% | +3.5% | +69.3% | +76.3% |
| 1Y | +122.9% | -0.9% | +123.8% | +113.6% |
| All | +122.9% | -1.3% | +124.2% | +113.6% |
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