+3,653.2%
FIX vs SPY
+312.9%
+3,340.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.0% |
| 7D | -17.5% | -2.7% | -14.8% | -14.3% |
| 30D | -41.6% | -5.4% | -36.2% | -36.7% |
| 3M | -40.6% | -4.1% | -36.5% | -36.8% |
| 6M | -49.4% | +0.7% | -50.1% | -49.1% |
| YTD | +9.2% | +8.7% | +0.5% | +0.3% |
| 1Y | +6.5% | +10.9% | -4.4% | -4.2% |
| 3Y | +448.7% | +75.0% | +373.7% | +196.2% |
| 5Y | +948.7% | +67.8% | +880.9% | +496.1% |
| All | +3,653.2% | +312.9% | +3,340.3% | +520.8% |
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