+12,471.5%
FIX vs SU
+3,703.1%
+8,768.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +6.0% | +3.6% | +2.5% | +4.8% |
| 30D | -7.2% | +7.9% | -15.1% | -9.6% |
| 3M | -15.9% | +3.5% | -19.4% | -17.3% |
| 6M | +12.7% | +19.0% | -6.2% | +5.2% |
| YTD | +72.8% | +55.0% | +17.8% | +47.8% |
| 1Y | +122.9% | +71.2% | +51.7% | +84.3% |
| 3Y | +774.3% | +117.4% | +656.9% | +558.1% |
| 5Y | +2,049.5% | +335.2% | +1,714.3% | +1,142.4% |
| 10Y | +5,821.5% | +248.7% | +5,572.7% | +3,301.7% |
| All | +12,471.5% | +3,703.1% | +8,768.4% | +3,930.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling