+106.6%
FXD vs SPY
+312.5%
-205.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.3% |
| 7D | -3.7% | -0.4% | -3.3% | -3.3% |
| 30D | -7.5% | -1.4% | -6.1% | -6.1% |
| 3M | -3.3% | +3.7% | -7.0% | -7.3% |
| 6M | -0.3% | +13.0% | -13.3% | -13.1% |
| YTD | -3.5% | +12.4% | -15.9% | -15.3% |
| 1Y | -5.0% | +18.5% | -23.6% | -21.5% |
| 3Y | +26.9% | +77.6% | -50.7% | -33.0% |
| 5Y | +12.6% | +81.7% | -69.1% | -41.7% |
| 10Y | +106.6% | +319.7% | -213.1% | -55.3% |
| All | +106.6% | +312.5% | -205.9% | -55.3% |
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