+8,968.5%
FIX vs SU
+3,795.7%
+5,172.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.2% | +4.4% |
| 7D | +6.4% | -4.3% | +10.7% | +8.1% |
| 30D | -29.1% | -6.2% | -22.9% | -27.6% |
| 3M | -31.1% | +9.7% | -40.8% | -33.3% |
| 6M | -42.8% | +7.3% | -50.1% | -44.7% |
| YTD | +24.6% | +58.7% | -34.1% | +5.6% |
| 1Y | +21.9% | +59.7% | -37.8% | +3.0% |
| 3Y | +524.9% | +129.2% | +395.7% | +362.6% |
| 5Y | +1,092.2% | +223.7% | +868.5% | +660.2% |
| 10Y | +3,759.0% | +235.9% | +3,523.1% | +2,143.7% |
| All | +8,968.5% | +3,795.7% | +5,172.8% | +2,778.6% |
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