+297.9%
FXD vs SPY
+627.7%
-329.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +2.4% | +2.0% | +0.4% | +0.2% |
| 6M | +0.6% | +13.0% | -12.4% | -10.8% |
| YTD | +0.5% | +13.5% | -13.1% | -11.4% |
| 1Y | -1.7% | +20.0% | -21.6% | -17.7% |
| 3Y | +28.2% | +77.2% | -49.0% | -26.1% |
| 5Y | +16.0% | +81.9% | -65.9% | -34.3% |
| 10Y | +108.2% | +314.1% | -205.9% | -43.0% |
| All | +297.9% | +627.7% | -329.8% | -39.2% |
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