-22.9%
SPOT vs FIX
+128.3%
-151.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.0% |
| 7D | -0.9% | +6.0% | -7.0% | -0.4% |
| 30D | +12.5% | -7.2% | +19.7% | +11.9% |
| 3M | +9.9% | -15.9% | +25.7% | +9.2% |
| 6M | +1.6% | +12.7% | -11.2% | +0.2% |
| YTD | -6.6% | +72.8% | -79.4% | -9.0% |
| 1Y | -22.9% | +122.9% | -145.8% | -23.5% |
| All | -22.9% | +128.3% | -151.2% | -23.5% |
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