+894.6%
FIX vs SO
+78.6%
+815.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.2% | -11.8% | -11.6% |
| 7D | -27.2% | +0.4% | -27.6% | -27.2% |
| 30D | -46.9% | +9.2% | -56.2% | -46.9% |
| 3M | -44.4% | +1.1% | -45.5% | -44.4% |
| 6M | -50.9% | -1.1% | -49.9% | -50.9% |
| YTD | +3.5% | +9.7% | -6.1% | +3.0% |
| 1Y | -2.1% | +5.5% | -7.6% | -2.4% |
| 3Y | +418.7% | +47.0% | +371.7% | +369.0% |
| 5Y | +894.6% | +77.6% | +817.0% | +726.8% |
| All | +894.6% | +78.6% | +815.9% | +726.8% |
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