+16.1%
FIXD vs SPY
+280.7%
-264.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.5% | +0.1% | -0.6% | -0.5% |
| 3M | -0.9% | +2.0% | -2.9% | -0.9% |
| 6M | -1.9% | +13.0% | -14.9% | -2.1% |
| YTD | -0.6% | +13.5% | -14.2% | -0.8% |
| 1Y | +1.3% | +20.0% | -18.7% | +1.0% |
| 3Y | +12.7% | +77.2% | -64.5% | +11.9% |
| 5Y | -4.1% | +81.9% | -85.9% | -5.1% |
| All | +16.1% | +280.7% | -264.5% | +20.8% |
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