+3,553.2%
FIX vs SPXU
-99.5%
+3,652.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -0.8% |
| 7D | +9.4% | -7.6% | +17.0% | +6.1% |
| 30D | -27.8% | +5.3% | -33.1% | -24.7% |
| 3M | -35.6% | +9.6% | -45.2% | -31.3% |
| 6M | -45.2% | -4.5% | -40.7% | -44.0% |
| YTD | +19.5% | -25.9% | +45.4% | +12.4% |
| 1Y | +24.2% | -28.9% | +53.1% | +15.7% |
| 3Y | +494.2% | -80.5% | +574.6% | +287.9% |
| 5Y | +1,036.1% | -83.4% | +1,119.5% | +736.8% |
| All | +3,553.2% | -99.5% | +3,652.7% | +802.2% |
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