+5,831.7%
FIX vs SPY
+313.2%
+5,518.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.4% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -15.9% | +2.0% | -17.8% | -17.4% |
| 6M | +12.7% | +13.0% | -0.3% | -2.5% |
| YTD | +72.8% | +13.5% | +59.2% | +48.8% |
| 1Y | +122.9% | +20.0% | +102.9% | +80.7% |
| 3Y | +774.3% | +77.2% | +697.1% | +360.8% |
| 5Y | +2,049.5% | +81.9% | +1,967.6% | +1,000.4% |
| All | +5,831.7% | +313.2% | +5,518.6% | +1,117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling