+21.9%
FIX vs SU
+62.8%
-40.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.2% | +4.8% |
| 7D | +6.4% | -4.3% | +10.7% | +7.2% |
| 30D | -29.1% | -6.2% | -22.9% | -28.3% |
| 3M | -31.1% | +9.7% | -40.8% | -30.9% |
| 6M | -42.8% | +7.3% | -50.1% | -41.6% |
| YTD | +24.6% | +58.7% | -34.1% | +3.0% |
| 1Y | +21.9% | +59.7% | -37.8% | +2.9% |
| All | +21.9% | +62.8% | -40.9% | +2.9% |
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