+77.7%
SPY vs FIX
+503.5%
-425.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +2.6% | +9.4% | -6.8% | +1.1% |
| 30D | -2.0% | -27.8% | +25.8% | +2.4% |
| 3M | -2.8% | -35.6% | +32.8% | +3.1% |
| 6M | +2.1% | -45.2% | +47.4% | +10.6% |
| YTD | +11.5% | +19.5% | -8.0% | +4.6% |
| 1Y | +13.5% | +24.2% | -10.8% | +5.5% |
| 3Y | +77.7% | +494.2% | -416.5% | +18.6% |
| All | +77.7% | +503.5% | -425.8% | +18.6% |
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