+948.1%
FIX vs SO
+75.0%
+873.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.4% |
| 7D | -17.5% | -1.5% | -16.0% | -17.5% |
| 30D | -41.6% | +8.1% | -49.6% | -41.6% |
| 3M | -40.6% | +0.2% | -40.8% | -40.6% |
| 6M | -49.4% | +0.4% | -49.8% | -49.5% |
| YTD | +9.2% | +8.5% | +0.7% | +8.6% |
| 1Y | +6.5% | +4.9% | +1.5% | +6.1% |
| 3Y | +448.7% | +47.9% | +400.8% | +392.9% |
| All | +948.1% | +75.0% | +873.1% | +766.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling