+2,185.6%
FIX vs SU
+343.5%
+1,842.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +6.1% | -1.0% | +7.0% | +6.4% |
| 30D | -2.7% | +13.7% | -16.4% | -6.4% |
| 3M | -10.9% | +8.0% | -19.0% | -13.3% |
| 6M | +29.0% | +21.0% | +8.0% | +20.1% |
| YTD | +76.9% | +56.2% | +20.6% | +51.2% |
| 1Y | +130.7% | +72.2% | +58.5% | +90.8% |
| 3Y | +790.7% | +118.1% | +672.6% | +573.4% |
| 5Y | +2,185.6% | +350.3% | +1,835.2% | +1,165.9% |
| All | +2,185.6% | +343.5% | +1,842.1% | +1,165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling