+14.5%
FIX vs SPYG
+8.5%
+6.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +4.2% |
| 7D | -7.2% | 0.0% | -7.2% | -7.0% |
| 30D | -35.1% | -8.4% | -26.7% | -22.8% |
| 3M | -34.3% | -6.2% | -28.0% | -25.0% |
| 6M | -42.9% | -1.8% | -41.2% | -40.3% |
| YTD | +19.5% | +8.4% | +11.1% | +4.0% |
| All | +14.5% | +8.5% | +6.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling