+123.2%
FXD vs SPY
+311.8%
-188.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.0% |
| 30D | +10.3% | -2.4% | +12.6% | +13.0% |
| 3M | +1.2% | -1.2% | +2.4% | +2.3% |
| 6M | +10.8% | +3.3% | +7.5% | +6.4% |
| YTD | +5.4% | +12.3% | -6.9% | -7.7% |
| 1Y | +8.8% | +12.4% | -3.7% | -4.9% |
| 3Y | +47.2% | +78.8% | -31.6% | -23.2% |
| 5Y | +16.6% | +75.2% | -58.5% | -37.4% |
| 10Y | +123.2% | +311.1% | -187.9% | -52.3% |
| All | +123.2% | +311.8% | -188.5% | -52.3% |
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