+16.2%
FIX vs SPXU
-25.8%
+41.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -3.9% | -2.0% |
| 7D | +16.9% | -9.4% | +26.3% | +8.6% |
| 30D | -30.6% | +7.4% | -38.1% | -24.2% |
| 3M | -35.1% | +6.2% | -41.3% | -29.3% |
| 6M | -44.0% | -7.2% | -36.8% | -44.2% |
| YTD | +21.0% | -26.8% | +47.8% | +1.9% |
| 1Y | +16.2% | -26.3% | +42.4% | +0.3% |
| All | +16.2% | -25.8% | +41.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling