+494.2%
FIX vs SPY
+78.1%
+416.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.7% |
| 7D | +9.4% | +2.6% | +6.8% | +4.3% |
| 30D | -27.8% | -2.0% | -25.8% | -24.2% |
| 3M | -35.6% | -2.8% | -32.8% | -31.2% |
| 6M | -45.2% | +2.1% | -47.4% | -46.5% |
| YTD | +19.5% | +11.5% | +8.0% | -0.4% |
| 1Y | +24.2% | +13.5% | +10.8% | +0.8% |
| 3Y | +494.2% | +77.7% | +416.5% | +111.1% |
| All | +494.2% | +78.1% | +416.1% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling