+70.8%
SAP vs FIX
+933.9%
-863.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.6% | -4.6% |
| 7D | -0.7% | -17.5% | +16.8% | +0.8% |
| 30D | +11.1% | -41.6% | +52.7% | +16.7% |
| 3M | +17.0% | -40.6% | +57.6% | +22.3% |
| 6M | +34.8% | -49.4% | +84.2% | +42.5% |
| YTD | -2.2% | +9.2% | -11.4% | -12.0% |
| 1Y | -6.4% | +6.5% | -12.9% | -15.6% |
| 3Y | +75.1% | +448.7% | -373.6% | -6.5% |
| All | +70.8% | +933.9% | -863.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling