+82.5%
SPY vs FIX
+2,061.9%
-1,979.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | +0.1% | +6.0% | -5.9% | -1.1% |
| 30D | +0.1% | -7.2% | +7.3% | +1.4% |
| 3M | +2.0% | -15.9% | +17.8% | +4.6% |
| 6M | +13.0% | +12.7% | +0.3% | +8.1% |
| YTD | +13.5% | +72.8% | -59.2% | -1.6% |
| 1Y | +20.0% | +122.9% | -102.9% | -2.9% |
| 3Y | +77.2% | +774.3% | -697.1% | -7.8% |
| All | +82.5% | +2,061.9% | -1,979.4% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling