+14.1%
FIXD vs SPY
+275.1%
-261.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -1.1% | +3.3% | -4.4% | -1.2% |
| 30D | +0.8% | -2.7% | +3.5% | +0.8% |
| 3M | -1.8% | -1.7% | -0.1% | -1.8% |
| 6M | -2.1% | +3.1% | -5.1% | -2.1% |
| YTD | -2.3% | +11.9% | -14.2% | -2.5% |
| 1Y | -2.1% | +12.0% | -14.1% | -2.3% |
| 3Y | +13.6% | +78.2% | -64.6% | +12.8% |
| 5Y | -4.6% | +73.2% | -77.8% | -5.7% |
| All | +14.1% | +275.1% | -261.0% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling