+78.0%
XLF vs FIX
+765.6%
-687.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | 0.0% | +6.0% | -6.0% | -0.6% |
| 30D | +0.2% | -7.2% | +7.4% | +0.8% |
| 3M | +11.7% | -15.9% | +27.6% | +13.0% |
| 6M | +13.8% | +12.7% | +1.1% | +10.8% |
| YTD | +7.0% | +72.8% | -65.8% | -1.4% |
| 1Y | +9.1% | +122.9% | -113.8% | -3.3% |
| All | +78.0% | +765.6% | -687.6% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling