+415.6%
XLF vs FIX
+7,214.7%
-6,799.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.8% |
| 7D | +1.2% | -17.5% | +18.6% | +4.8% |
| 30D | +6.3% | -41.6% | +47.9% | +18.5% |
| 3M | -0.8% | -40.6% | +39.8% | +9.6% |
| 6M | +11.0% | -49.4% | +60.4% | +25.5% |
| YTD | +5.6% | +9.2% | -3.5% | -1.6% |
| 1Y | +10.8% | +6.5% | +4.3% | +3.3% |
| 3Y | +77.8% | +448.7% | -370.9% | +4.2% |
| 5Y | +55.6% | +948.7% | -893.1% | -23.6% |
| 10Y | +252.5% | +3,659.7% | -3,407.2% | +23.0% |
| All | +415.6% | +7,214.7% | -6,799.1% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling