+308.8%
SPOT vs FIX
+2,781.0%
-2,472.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | -0.5% |
| 7D | +2.5% | -7.2% | +9.8% | +3.1% |
| 30D | +15.1% | -35.1% | +50.2% | +22.3% |
| 3M | +24.8% | -34.3% | +59.1% | +31.2% |
| 6M | +45.8% | -42.9% | +88.7% | +55.4% |
| YTD | +4.9% | +19.5% | -14.6% | -6.6% |
| 1Y | -1.3% | +16.8% | -18.0% | -11.9% |
| 3Y | +257.7% | +506.7% | -249.0% | +99.6% |
| 5Y | +118.5% | +1,046.7% | -928.2% | +2.1% |
| All | +308.8% | +2,781.0% | -2,472.2% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling