+506.7%
FIX vs SPG
+132.9%
+373.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +8.5% |
| 7D | -7.2% | +5.1% | -12.3% | -9.4% |
| 30D | -35.1% | +16.8% | -52.0% | -40.1% |
| 3M | -34.3% | +5.7% | -39.9% | -36.1% |
| 6M | -42.9% | +17.8% | -60.7% | -48.6% |
| YTD | +19.5% | +30.1% | -10.7% | +1.2% |
| 1Y | +16.8% | +32.8% | -16.0% | -2.4% |
| 3Y | +506.7% | +137.2% | +369.5% | +218.9% |
| All | +506.7% | +132.9% | +373.8% | +218.9% |
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