+7,843.3%
FIX vs SPY
+1,264.1%
+6,579.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.1% |
| 7D | -17.5% | -2.7% | -14.8% | -15.0% |
| 30D | -41.6% | -5.4% | -36.2% | -37.7% |
| 3M | -40.6% | -4.1% | -36.5% | -37.6% |
| 6M | -49.4% | +0.7% | -50.1% | -49.1% |
| YTD | +9.2% | +8.7% | +0.5% | +2.3% |
| 1Y | +6.5% | +10.9% | -4.4% | -1.8% |
| 3Y | +448.7% | +75.0% | +373.7% | +233.6% |
| 5Y | +948.7% | +67.8% | +880.9% | +566.9% |
| 10Y | +3,659.7% | +312.9% | +3,346.9% | +945.4% |
| All | +7,843.3% | +1,264.1% | +6,579.2% | +792.9% |
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 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