+75.0%
SPY vs FIX
+448.6%
-373.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.5% |
| 7D | -2.7% | -17.5% | +14.8% | -0.2% |
| 30D | -5.4% | -41.6% | +36.2% | +2.3% |
| 3M | -4.1% | -40.6% | +36.5% | +3.1% |
| 6M | +0.7% | -49.4% | +50.1% | +10.4% |
| YTD | +8.7% | +9.2% | -0.5% | +3.5% |
| 1Y | +10.9% | +6.5% | +4.4% | +5.8% |
| 3Y | +75.0% | +448.7% | -373.7% | +18.0% |
| All | +75.0% | +448.6% | -373.6% | +18.0% |
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 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