+317.6%
FXD vs SPY
+619.7%
-302.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.4% |
| 7D | -1.9% | -0.9% | -1.0% | -1.1% |
| 30D | +10.3% | -2.4% | +12.6% | +12.7% |
| 3M | +1.2% | -1.2% | +2.4% | +2.2% |
| 6M | +10.8% | +3.3% | +7.5% | +7.0% |
| YTD | +5.4% | +12.3% | -6.9% | -6.1% |
| 1Y | +8.8% | +12.4% | -3.7% | -3.2% |
| 3Y | +47.2% | +78.8% | -31.6% | -16.1% |
| 5Y | +16.6% | +75.2% | -58.5% | -31.6% |
| 10Y | +123.2% | +311.1% | -187.9% | -38.5% |
| All | +317.6% | +619.7% | -302.1% | -35.7% |
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