+1,326.4%
SPY vs FIX
+12,471.5%
-11,145.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +0.1% | +6.0% | -5.9% | -0.9% |
| 30D | +0.1% | -7.2% | +7.3% | +1.2% |
| 3M | +2.0% | -15.9% | +17.8% | +4.3% |
| 6M | +13.0% | +12.7% | +0.3% | +9.0% |
| YTD | +13.5% | +72.8% | -59.2% | +1.0% |
| 1Y | +20.0% | +122.9% | -102.9% | +1.2% |
| 3Y | +77.2% | +774.3% | -697.1% | +12.1% |
| 5Y | +81.9% | +2,049.5% | -1,967.6% | -3.0% |
| 10Y | +314.1% | +5,821.5% | -5,507.4% | +78.7% |
| All | +1,326.4% | +12,471.5% | -11,145.1% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling