+8,590.7%
FIX vs SU
+3,709.3%
+4,881.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.9% | +11.3% | +10.0% |
| 7D | -7.2% | -10.6% | +3.3% | -3.5% |
| 30D | -35.1% | -6.6% | -28.5% | -33.7% |
| 3M | -34.3% | +12.9% | -47.2% | -37.0% |
| 6M | -42.9% | +6.7% | -49.7% | -44.7% |
| YTD | +19.5% | +55.2% | -35.8% | +1.9% |
| 1Y | +16.8% | +61.5% | -44.8% | -1.8% |
| 3Y | +506.7% | +128.7% | +378.0% | +349.4% |
| 5Y | +1,046.7% | +210.8% | +835.9% | +640.8% |
| 10Y | +3,800.0% | +214.4% | +3,585.6% | +2,213.8% |
| All | +8,590.7% | +3,709.3% | +4,881.4% | +2,678.4% |
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 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