+110.2%
SPOT vs FIX
+933.9%
-823.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -2.7% |
| 7D | +1.6% | -17.5% | +19.1% | +4.1% |
| 30D | +17.6% | -41.6% | +59.1% | +27.4% |
| 3M | +26.9% | -40.6% | +67.5% | +35.9% |
| 6M | +41.8% | -49.4% | +91.2% | +54.9% |
| YTD | +3.8% | +9.2% | -5.3% | -9.5% |
| 1Y | -2.5% | +6.5% | -8.9% | -14.8% |
| 3Y | +260.6% | +448.7% | -188.2% | +52.5% |
| All | +110.2% | +933.9% | -823.7% | -46.2% |
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