+15.6%
FIXD vs SPY
+272.9%
-257.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | +0.1% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | +2.1% | -3.3% | +5.4% | +2.2% |
| 3M | -0.9% | -2.4% | +1.5% | -0.9% |
| 6M | -1.4% | +2.6% | -4.0% | -1.5% |
| YTD | -1.1% | +11.2% | -12.3% | -1.3% |
| 1Y | -0.7% | +13.4% | -14.1% | -0.9% |
| 3Y | +15.0% | +79.9% | -64.9% | +14.1% |
| 5Y | -4.1% | +72.2% | -76.3% | -5.3% |
| All | +15.6% | +272.9% | -257.4% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling