-21.4%
FIX vs SUNB
+13.3%
-34.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.6% |
| 7D | +17.0% | +7.1% | +9.9% | +12.9% |
| 30D | -30.6% | +5.4% | -36.0% | -31.8% |
| 3M | -35.0% | +1.7% | -36.7% | -35.0% |
| 6M | -44.0% | +14.1% | -58.0% | -47.2% |
| All | -21.4% | +13.3% | -34.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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