+76.5%
SPY vs FIX
+497.3%
-420.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.6% | -13.9% | +13.4% | +1.3% |
| 30D | -3.7% | -35.5% | +31.9% | +2.5% |
| 3M | -2.7% | -33.9% | +31.2% | +2.7% |
| 6M | +2.2% | -43.3% | +45.5% | +9.9% |
| YTD | +10.8% | +18.7% | -7.8% | +4.1% |
| 1Y | +11.2% | +13.8% | -2.5% | +5.0% |
| 3Y | +76.5% | +495.0% | -418.5% | +17.8% |
| All | +76.5% | +497.3% | -420.8% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling