-5.1%
SPOT vs FIX
+15.7%
-20.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.2% |
| 7D | +1.6% | +9.4% | -7.8% | +3.0% |
| 30D | +16.9% | -27.8% | +44.7% | +12.6% |
| 3M | +23.0% | -35.6% | +58.5% | +17.3% |
| 6M | +42.2% | -45.2% | +87.4% | +36.2% |
| YTD | +5.5% | +19.5% | -14.0% | -9.4% |
| 1Y | -5.1% | +24.2% | -29.3% | -19.6% |
| All | -5.1% | +15.7% | -20.8% | -19.6% |
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