-4.1%
XLY vs FIX
+121.9%
-126.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.3% |
| 7D | -1.7% | +5.0% | -6.7% | -2.2% |
| 30D | -4.2% | -2.7% | -1.5% | -4.0% |
| 3M | -2.7% | -8.2% | +5.6% | -2.4% |
| 6M | -0.6% | +20.3% | -20.9% | -4.2% |
| YTD | -5.0% | +81.4% | -86.4% | -12.1% |
| 1Y | -4.1% | +121.5% | -125.6% | -12.7% |
| All | -4.1% | +121.9% | -126.0% | -12.7% |
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