+28,423.2%
FIX vs SPYG
+530.1%
+27,893.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +6.8% |
| 7D | -7.2% | 0.0% | -7.2% | -6.9% |
| 30D | -35.1% | -8.4% | -26.7% | -28.8% |
| 3M | -34.3% | -6.2% | -28.0% | -29.4% |
| 6M | -42.9% | -1.8% | -41.2% | -40.8% |
| YTD | +19.5% | +8.4% | +11.1% | +14.0% |
| 1Y | +16.8% | +10.1% | +6.7% | +10.4% |
| 3Y | +506.7% | +94.9% | +411.8% | +260.7% |
| 5Y | +1,046.7% | +68.5% | +978.2% | +664.0% |
| 10Y | +3,800.0% | +392.2% | +3,407.7% | +917.5% |
| All | +28,423.2% | +530.1% | +27,893.1% | +4,905.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling