+6.5%
FIX vs SPG
+31.7%
-25.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.6% |
| 7D | -17.5% | +4.9% | -22.4% | -16.8% |
| 30D | -41.6% | +15.6% | -57.2% | -41.2% |
| 3M | -40.6% | +4.1% | -44.7% | -39.6% |
| 6M | -49.4% | +13.6% | -62.9% | -50.8% |
| YTD | +9.2% | +27.5% | -18.4% | +7.0% |
| 1Y | +6.5% | +32.2% | -25.8% | +2.5% |
| All | +6.5% | +31.7% | -25.2% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling