-19.5%
SAP vs FIX
+128.3%
-147.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.6% |
| 7D | -2.9% | +6.0% | -8.9% | -2.1% |
| 30D | +9.0% | -7.2% | +16.3% | +8.0% |
| 3M | +14.9% | -15.9% | +30.8% | +13.4% |
| 6M | +11.9% | +12.7% | -0.8% | +10.8% |
| YTD | -9.9% | +72.8% | -82.7% | -10.9% |
| 1Y | -19.5% | +122.9% | -142.4% | -17.9% |
| All | -19.5% | +128.3% | -147.8% | -17.9% |
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