-0.3%
SPOT vs FIX
+14.3%
-14.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.1% | +19.7% | +2.2% |
| 7D | +16.6% | -18.9% | +35.5% | +13.2% |
| 30D | +29.9% | -36.3% | +66.2% | +23.3% |
| 3M | +31.3% | -38.5% | +69.8% | +24.7% |
| 6M | +43.2% | -42.3% | +85.5% | +35.8% |
| YTD | +8.1% | +17.1% | -9.0% | -5.3% |
| 1Y | -0.3% | +14.4% | -14.7% | -12.6% |
| All | -0.3% | +14.3% | -14.6% | -12.6% |
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