+264.0%
SPOT vs FIX
+4,067.4%
-3,803.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.5% |
| 7D | -0.9% | +6.0% | -7.0% | -2.0% |
| 30D | +12.5% | -7.2% | +19.7% | +13.6% |
| 3M | +9.9% | -15.9% | +25.7% | +11.7% |
| 6M | +1.6% | +12.7% | -11.2% | -4.2% |
| YTD | -6.6% | +72.8% | -79.4% | -20.5% |
| 1Y | -22.9% | +122.9% | -145.8% | -39.2% |
| 3Y | +244.3% | +774.3% | -530.1% | +83.2% |
| 5Y | +117.8% | +2,049.5% | -1,931.7% | -7.0% |
| All | +264.0% | +4,067.4% | -3,803.4% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling