+19.6%
FIX vs SO
+6.3%
+13.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.1% |
| 7D | +6.4% | +0.8% | +5.7% | +6.7% |
| 30D | -29.1% | +7.8% | -36.9% | -27.1% |
| 3M | -31.1% | +2.9% | -34.1% | -30.2% |
| 6M | -42.8% | +2.5% | -45.3% | -42.9% |
| YTD | +24.6% | +10.3% | +14.4% | +27.6% |
| All | +19.6% | +6.3% | +13.3% | +25.7% |
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