+124.8%
FXD vs SPY
+304.1%
-179.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +3.6% | -0.6% | +4.2% | +4.3% |
| 30D | +10.1% | -3.7% | +13.8% | +14.5% |
| 3M | +1.1% | -2.7% | +3.9% | +4.1% |
| 6M | +8.3% | +2.2% | +6.1% | +5.3% |
| YTD | +5.5% | +10.8% | -5.3% | -6.2% |
| 1Y | +9.2% | +11.2% | -2.0% | -3.3% |
| 3Y | +47.3% | +76.5% | -29.2% | -22.0% |
| 5Y | +17.4% | +72.9% | -55.6% | -36.1% |
| 10Y | +124.8% | +304.8% | -180.0% | -50.5% |
| All | +124.8% | +304.1% | -179.3% | -50.5% |
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