+16.3%
FIX vs SU
+60.9%
-44.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +17.0% | +0.3% | +16.7% | +16.9% |
| 30D | -30.6% | -7.9% | -22.7% | -29.8% |
| 3M | -35.0% | +9.2% | -44.2% | -34.9% |
| 6M | -44.0% | +5.5% | -49.4% | -42.6% |
| YTD | +21.1% | +59.5% | -38.3% | 0.0% |
| 1Y | +16.3% | +59.9% | -43.7% | -1.4% |
| All | +16.3% | +60.9% | -44.7% | -1.4% |
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