+41,160.3%
FIX vs SPYG
+564.9%
+40,595.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.0% | +0.4% | +5.7% | +5.6% |
| 30D | -7.2% | -0.4% | -6.8% | -6.8% |
| 3M | -15.9% | +0.5% | -16.4% | -15.5% |
| 6M | +12.7% | +17.5% | -4.7% | -1.5% |
| YTD | +72.8% | +14.3% | +58.4% | +55.1% |
| 1Y | +122.9% | +21.7% | +101.2% | +90.8% |
| 3Y | +774.3% | +98.6% | +675.7% | +404.3% |
| 5Y | +2,049.5% | +85.1% | +1,964.4% | +1,199.9% |
| 10Y | +5,821.5% | +412.0% | +5,409.4% | +1,370.0% |
| All | +41,160.3% | +564.9% | +40,595.4% | +6,712.6% |
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