+122.9%
FIX vs SU
+70.8%
+52.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +6.0% | +2.9% | +3.1% | +5.7% |
| 30D | -7.2% | +7.2% | -14.4% | -7.8% |
| 3M | -15.9% | +2.8% | -18.7% | -14.5% |
| 6M | +12.7% | +18.2% | -5.5% | +6.0% |
| YTD | +72.8% | +54.0% | +18.8% | +44.6% |
| 1Y | +122.9% | +70.1% | +52.8% | +79.9% |
| All | +122.9% | +70.8% | +52.1% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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