+311.1%
SPY vs FIX
+3,814.3%
-3,503.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.2% |
| 7D | -0.9% | +6.4% | -7.4% | -2.5% |
| 30D | -2.4% | -29.1% | +26.7% | +4.5% |
| 3M | -1.2% | -31.1% | +30.0% | +6.0% |
| 6M | +3.3% | -42.8% | +46.1% | +14.5% |
| YTD | +12.3% | +24.6% | -12.4% | +1.6% |
| 1Y | +12.4% | +21.9% | -9.5% | +1.9% |
| 3Y | +78.8% | +524.9% | -446.1% | -3.1% |
| 5Y | +75.2% | +1,092.2% | -1,017.0% | -23.6% |
| 10Y | +311.1% | +3,759.0% | -3,447.9% | +27.0% |
| All | +311.1% | +3,814.3% | -3,503.1% | +27.0% |
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