+260.6%
SPOT vs FIX
+448.6%
-188.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -2.2% |
| 7D | +1.6% | -17.5% | +19.1% | +2.6% |
| 30D | +17.6% | -41.6% | +59.1% | +22.2% |
| 3M | +26.9% | -40.6% | +67.5% | +31.1% |
| 6M | +41.8% | -49.4% | +91.2% | +48.6% |
| YTD | +3.8% | +9.2% | -5.3% | -7.0% |
| 1Y | -2.5% | +6.5% | -8.9% | -12.5% |
| 3Y | +260.6% | +448.7% | -188.2% | +124.3% |
| All | +260.6% | +448.6% | -188.0% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling