+12,471.5%
FIX vs SPY
+1,325.4%
+11,146.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -15.9% | +2.0% | -17.8% | -17.0% |
| 6M | +12.7% | +13.0% | -0.3% | +0.7% |
| YTD | +72.8% | +13.5% | +59.2% | +53.8% |
| 1Y | +122.9% | +20.0% | +102.9% | +89.0% |
| 3Y | +774.3% | +77.2% | +697.1% | +420.9% |
| 5Y | +2,049.5% | +81.9% | +1,967.6% | +1,153.8% |
| 10Y | +5,821.5% | +314.1% | +5,507.4% | +1,523.3% |
| All | +12,471.5% | +1,325.4% | +11,146.1% | +1,242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling