+13.8%
FIX vs SPXU
-26.1%
+39.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | +0.3% |
| 7D | -13.9% | +0.5% | -14.4% | -12.5% |
| 30D | -35.5% | +10.9% | -46.4% | -27.9% |
| 3M | -33.9% | +9.6% | -43.5% | -26.3% |
| 6M | -43.3% | -4.7% | -38.6% | -42.3% |
| YTD | +18.7% | -24.6% | +43.3% | +2.2% |
| 1Y | +13.8% | -24.7% | +38.5% | -0.5% |
| All | +13.8% | -26.1% | +39.9% | -0.5% |
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