-5.9%
SAP vs FIX
+14.3%
-20.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.1% | +19.3% | +1.7% |
| 7D | +1.3% | -18.9% | +20.2% | -1.7% |
| 30D | +15.5% | -36.3% | +51.8% | +7.9% |
| 3M | +22.8% | -38.5% | +61.3% | +14.5% |
| 6M | +42.5% | -42.3% | +84.7% | +32.6% |
| YTD | +0.5% | +17.1% | -16.6% | -10.6% |
| 1Y | -5.9% | +14.4% | -20.3% | -16.4% |
| All | -5.9% | +14.3% | -20.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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