+3,604.4%
FIX vs SPG
+114.5%
+3,489.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +17.0% | +3.1% | +13.9% | +15.6% |
| 30D | -30.6% | +16.4% | -47.0% | -35.1% |
| 3M | -35.0% | +7.1% | -42.1% | -37.1% |
| 6M | -44.0% | +16.1% | -60.0% | -47.9% |
| YTD | +21.1% | +30.4% | -9.3% | +7.0% |
| 1Y | +16.3% | +33.0% | -16.7% | +1.9% |
| 3Y | +507.4% | +134.6% | +372.8% | +319.6% |
| 5Y | +1,052.1% | +84.9% | +967.2% | +760.9% |
| All | +3,604.4% | +114.5% | +3,489.9% | +2,466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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