+224.2%
XLF vs FIX
+3,723.8%
-3,499.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.9% | -13.9% | +15.9% | +4.9% |
| 30D | +6.5% | -35.5% | +42.0% | +17.1% |
| 3M | +1.2% | -33.9% | +35.1% | +9.8% |
| 6M | +14.6% | -43.3% | +57.9% | +27.4% |
| YTD | +7.7% | +18.7% | -10.9% | -4.4% |
| 1Y | +11.8% | +13.8% | -2.0% | -0.1% |
| 3Y | +80.1% | +495.0% | -414.9% | -16.5% |
| 5Y | +59.0% | +1,049.0% | -990.1% | -45.0% |
| 10Y | +224.2% | +3,644.4% | -3,420.2% | -29.2% |
| All | +224.2% | +3,723.8% | -3,499.6% | -29.2% |
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 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