+303.9%
SPY vs FIX
+3,608.1%
-3,304.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.9% |
| 7D | -2.7% | -17.5% | +14.8% | +1.0% |
| 30D | -5.4% | -41.6% | +36.2% | +5.9% |
| 3M | -4.1% | -40.6% | +36.5% | +6.4% |
| 6M | +0.7% | -49.4% | +50.1% | +14.8% |
| YTD | +8.7% | +9.2% | -0.5% | +1.4% |
| 1Y | +10.9% | +6.5% | +4.4% | +3.7% |
| 3Y | +75.0% | +448.7% | -373.7% | -2.1% |
| 5Y | +67.8% | +948.7% | -880.9% | -24.5% |
| All | +303.9% | +3,608.1% | -3,304.2% | +27.2% |
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