+420.4%
FIX vs SPG
+122.7%
+297.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.7% | -11.2% |
| 7D | -27.2% | +5.0% | -32.3% | -29.1% |
| 30D | -46.9% | +12.3% | -59.2% | -50.1% |
| 3M | -44.4% | +1.9% | -46.3% | -45.0% |
| 6M | -50.9% | +14.4% | -65.3% | -55.2% |
| YTD | +3.5% | +26.5% | -23.0% | -11.2% |
| 1Y | -2.1% | +30.7% | -32.8% | -17.8% |
| All | +420.4% | +122.7% | +297.7% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling