+224.0%
SAP vs FIX
+3,723.8%
-3,499.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | +1.5% | -13.9% | +15.4% | +3.4% |
| 30D | +8.8% | -35.5% | +44.4% | +15.8% |
| 3M | +12.1% | -33.9% | +46.0% | +18.2% |
| 6M | +34.6% | -43.3% | +77.9% | +43.6% |
| YTD | -2.1% | +18.7% | -20.8% | -12.8% |
| 1Y | -5.5% | +13.8% | -19.3% | -15.4% |
| 3Y | +67.4% | +495.0% | -427.5% | -8.8% |
| 5Y | +74.6% | +1,049.0% | -974.5% | -22.6% |
| 10Y | +224.0% | +3,644.4% | -3,420.4% | +5.7% |
| All | +224.0% | +3,723.8% | -3,499.8% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling