+1,027.6%
FIX vs SO
+79.0%
+948.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | +9.4% | +1.4% | +8.1% | +9.5% |
| 30D | -27.8% | +4.7% | -32.5% | -27.7% |
| 3M | -35.6% | +1.7% | -37.2% | -35.5% |
| 6M | -45.2% | +2.2% | -47.4% | -45.3% |
| YTD | +19.5% | +10.0% | +9.5% | +18.8% |
| 1Y | +24.2% | +6.0% | +18.2% | +23.9% |
| 3Y | +494.2% | +54.1% | +440.0% | +427.6% |
| All | +1,027.6% | +79.0% | +948.6% | +816.6% |
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 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