+2,166.5%
FIX vs SPYG
+83.9%
+2,082.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | +3.5% | +0.3% | +3.2% | +3.1% |
| 30D | -3.5% | -1.7% | -1.8% | -1.5% |
| 3M | -11.8% | +3.6% | -15.4% | -14.6% |
| 6M | +17.8% | +16.6% | +1.2% | -0.1% |
| YTD | +73.3% | +13.4% | +59.9% | +52.2% |
| 1Y | +128.1% | +19.6% | +108.5% | +91.1% |
| 3Y | +772.7% | +99.8% | +672.9% | +378.9% |
| 5Y | +2,166.5% | +85.0% | +2,081.5% | +1,221.3% |
| All | +2,166.5% | +83.9% | +2,082.6% | +1,221.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling