+111.9%
FIX vs SU
+71.3%
+40.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | -5.7% | +9.6% | -15.3% | -6.3% |
| 3M | -7.4% | +11.7% | -19.2% | -7.0% |
| 6M | +15.1% | +21.9% | -6.8% | +8.7% |
| YTD | +70.7% | +58.6% | +12.1% | +46.3% |
| 1Y | +111.9% | +66.5% | +45.4% | +77.0% |
| All | +111.9% | +71.3% | +40.6% | +77.0% |
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