+9.1%
XLF vs FIX
+128.3%
-119.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | 0.0% | +6.0% | -6.0% | -0.2% |
| 30D | +0.2% | -7.2% | +7.4% | +0.4% |
| 3M | +11.7% | -15.9% | +27.6% | +12.1% |
| 6M | +13.8% | +12.7% | +1.1% | +11.7% |
| YTD | +7.0% | +72.8% | -65.8% | +2.7% |
| 1Y | +9.1% | +122.9% | -113.8% | +3.0% |
| All | +9.1% | +128.3% | -119.1% | +3.0% |
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 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