+7,433.0%
FIX vs SPG
+3,180.1%
+4,252.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.7% | -11.2% |
| 7D | -27.2% | +5.0% | -32.3% | -28.9% |
| 30D | -46.9% | +12.3% | -59.2% | -49.7% |
| 3M | -44.4% | +1.9% | -46.3% | -45.1% |
| 6M | -50.9% | +14.4% | -65.3% | -54.1% |
| YTD | +3.5% | +26.5% | -23.0% | -7.3% |
| 1Y | -2.1% | +30.7% | -32.8% | -13.5% |
| 3Y | +418.7% | +122.6% | +296.1% | +267.0% |
| 5Y | +894.6% | +73.3% | +821.2% | +670.4% |
| 10Y | +3,465.5% | +111.1% | +3,354.4% | +2,170.1% |
| All | +7,433.0% | +3,180.1% | +4,252.9% | +1,351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling