+448.7%
FIX vs SPXU
-79.5%
+528.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +4.9% |
| 7D | -17.5% | +7.6% | -25.0% | -12.6% |
| 30D | -41.6% | +17.5% | -59.1% | -33.6% |
| 3M | -40.6% | +14.7% | -55.2% | -33.3% |
| 6M | -49.4% | -0.1% | -49.3% | -46.6% |
| YTD | +9.2% | -19.8% | +29.0% | +3.1% |
| 1Y | +6.5% | -23.7% | +30.2% | -1.2% |
| 3Y | +448.7% | -79.5% | +528.2% | +193.3% |
| All | +448.7% | -79.5% | +528.2% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling