+5,892.0%
FIX vs SPG
+60.3%
+5,831.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.0% | -2.4% | +8.4% | +7.1% |
| 30D | -7.2% | -6.8% | -0.4% | -4.5% |
| 3M | -15.9% | +2.7% | -18.5% | -17.4% |
| 6M | +12.7% | +5.5% | +7.3% | +9.6% |
| YTD | +72.8% | +15.7% | +57.1% | +61.1% |
| 1Y | +122.9% | +20.9% | +102.0% | +103.5% |
| 3Y | +774.3% | +112.4% | +661.9% | +532.3% |
| 5Y | +2,049.5% | +101.4% | +1,948.1% | +1,473.0% |
| All | +5,892.0% | +60.3% | +5,831.7% | +4,576.6% |
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