+120.1%
SPOT vs FIX
+1,026.2%
-906.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.6% |
| 7D | +1.6% | +9.4% | -7.8% | +0.1% |
| 30D | +16.9% | -27.8% | +44.7% | +22.0% |
| 3M | +23.0% | -35.6% | +58.5% | +30.0% |
| 6M | +42.2% | -45.2% | +87.4% | +53.6% |
| YTD | +5.5% | +19.5% | -14.0% | -9.4% |
| 1Y | -5.1% | +24.2% | -29.3% | -19.7% |
| 3Y | +257.9% | +494.2% | -236.3% | +50.4% |
| All | +120.1% | +1,026.2% | -906.1% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling