+5,429.3%
SPGI vs FIX
+7,433.0%
-2,003.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.6% | +9.7% | 0.0% |
| 7D | +2.6% | -27.2% | +29.8% | +7.6% |
| 30D | +19.3% | -46.9% | +66.2% | +31.4% |
| 3M | +15.5% | -44.4% | +59.9% | +25.7% |
| 6M | +18.3% | -50.9% | +69.2% | +29.9% |
| YTD | -3.8% | +3.5% | -7.3% | -8.9% |
| 1Y | +1.3% | -2.1% | +3.5% | -3.5% |
| 3Y | +33.6% | +418.7% | -385.1% | -12.2% |
| 5Y | +13.2% | +894.6% | -881.4% | -35.1% |
| 10Y | +346.3% | +3,465.5% | -3,119.2% | +92.7% |
| All | +5,429.3% | +7,433.0% | -2,003.7% | +1,629.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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