+2,105.4%
FIX vs SPXU
-86.1%
+2,191.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.5% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -7.2% | +0.8% | -8.1% | -6.8% |
| 3M | -15.9% | -4.7% | -11.1% | -16.1% |
| 6M | +12.7% | -29.6% | +42.4% | -0.7% |
| YTD | +72.8% | -29.9% | +102.7% | +53.2% |
| 1Y | +122.9% | -39.1% | +162.0% | +89.4% |
| 3Y | +774.3% | -80.0% | +854.3% | +463.2% |
| All | +2,105.4% | -86.1% | +2,191.5% | +1,387.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling