-2.7%
SPOT vs FIX
+13.3%
-16.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | +1.0% | -13.9% | +15.0% | -1.1% |
| 30D | +14.6% | -35.5% | +50.1% | +9.1% |
| 3M | +18.4% | -33.9% | +52.4% | +13.1% |
| 6M | +45.1% | -43.3% | +88.4% | +38.4% |
| YTD | +4.4% | +18.7% | -14.3% | -8.7% |
| 1Y | -2.7% | +13.8% | -16.4% | -14.5% |
| All | -2.7% | +13.3% | -16.0% | -14.5% |
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