+11.8%
XLF vs FIX
+13.3%
-1.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +1.9% | -13.9% | +15.9% | +2.0% |
| 30D | +6.5% | -35.5% | +42.0% | +7.3% |
| 3M | +1.2% | -33.9% | +35.1% | +1.8% |
| 6M | +14.6% | -43.3% | +57.9% | +15.5% |
| YTD | +7.7% | +18.7% | -10.9% | +3.2% |
| 1Y | +11.8% | +13.8% | -2.0% | +7.3% |
| All | +11.8% | +13.3% | -1.5% | +7.3% |
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