+18,240.6%
FIX vs SPXU
-100.0%
+18,340.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.0% |
| 6M | +12.7% | -29.6% | +42.4% | +0.5% |
| YTD | +72.8% | -29.9% | +102.7% | +54.9% |
| 1Y | +122.9% | -39.1% | +162.0% | +91.8% |
| 3Y | +774.3% | -80.0% | +854.3% | +455.5% |
| 5Y | +2,049.5% | -86.0% | +2,135.5% | +1,318.6% |
| 10Y | +5,821.5% | -99.5% | +5,921.0% | +1,295.8% |
| All | +18,240.6% | -100.0% | +18,340.6% | +982.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling