+3,711.2%
FIX vs SPXU
-99.5%
+3,810.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.9% | +8.9% | +3.3% |
| 7D | +6.4% | +1.5% | +4.9% | +8.7% |
| 30D | -29.1% | +6.4% | -35.4% | -25.7% |
| 3M | -31.1% | +4.2% | -35.4% | -28.3% |
| 6M | -42.8% | -7.8% | -35.0% | -42.4% |
| YTD | +24.6% | -27.5% | +52.2% | +16.0% |
| 1Y | +21.9% | -27.1% | +49.1% | +14.9% |
| 3Y | +524.9% | -80.8% | +605.7% | +304.4% |
| 5Y | +1,092.2% | -84.1% | +1,176.3% | +761.0% |
| All | +3,711.2% | -99.5% | +3,810.7% | +831.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling