-29.2%
FIX vs SUNB
+7.1%
-36.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +4.8% |
| 7D | -17.5% | -7.9% | -9.6% | -13.4% |
| 30D | -41.6% | +3.0% | -44.6% | -41.8% |
| 3M | -40.6% | -4.4% | -36.2% | -38.6% |
| 6M | -49.4% | +2.0% | -51.4% | -49.4% |
| All | -29.2% | +7.1% | -36.2% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling