+215.1%
XLF vs FIX
+3,615.9%
-3,400.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | +1.2% | +17.0% | -15.8% | -2.7% |
| 30D | +6.2% | -30.6% | +36.8% | +14.6% |
| 3M | +0.9% | -35.0% | +35.9% | +9.9% |
| 6M | +13.6% | -44.0% | +57.6% | +26.9% |
| YTD | +7.6% | +21.1% | -13.6% | -5.0% |
| 1Y | +10.2% | +16.3% | -6.1% | -2.1% |
| 3Y | +79.8% | +507.4% | -427.6% | -17.0% |
| 5Y | +58.0% | +1,052.1% | -994.1% | -45.3% |
| All | +215.1% | +3,615.9% | -3,400.8% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling