+3,604.4%
FIX vs SO
+193.6%
+3,410.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.2% |
| 7D | +17.0% | -0.9% | +17.9% | +17.5% |
| 30D | -30.6% | +4.9% | -35.5% | -32.1% |
| 3M | -35.0% | +0.8% | -35.8% | -35.5% |
| 6M | -44.0% | +0.6% | -44.5% | -44.7% |
| YTD | +21.1% | +8.7% | +12.5% | +15.3% |
| 1Y | +16.3% | +4.0% | +12.3% | +12.7% |
| 3Y | +507.4% | +50.6% | +456.8% | +366.7% |
| 5Y | +1,052.1% | +77.5% | +974.6% | +682.5% |
| All | +3,604.4% | +193.6% | +3,410.8% | +2,056.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling