-5.5%
SAP vs FIX
+13.3%
-18.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.7% |
| 7D | +1.5% | -13.9% | +15.4% | -0.6% |
| 30D | +8.8% | -35.5% | +44.4% | +1.8% |
| 3M | +12.1% | -33.9% | +46.0% | +5.7% |
| 6M | +34.6% | -43.3% | +77.9% | +25.6% |
| YTD | -2.1% | +18.7% | -20.8% | -11.8% |
| 1Y | -5.5% | +13.8% | -19.3% | -14.7% |
| All | -5.5% | +13.3% | -18.8% | -14.7% |
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 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