+1,049.0%
FIX vs SPG
+83.5%
+965.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -13.9% | +5.6% | -19.5% | -16.5% |
| 30D | -35.5% | +17.6% | -53.1% | -41.4% |
| 3M | -33.9% | +7.5% | -41.4% | -36.8% |
| 6M | -43.3% | +18.5% | -61.8% | -49.4% |
| YTD | +18.7% | +30.9% | -12.3% | -0.5% |
| 1Y | +13.8% | +34.1% | -20.3% | -6.1% |
| 3Y | +495.0% | +135.5% | +359.4% | +242.2% |
| 5Y | +1,049.0% | +86.5% | +962.5% | +628.6% |
| All | +1,049.0% | +83.5% | +965.6% | +628.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling