+312.2%
SPYM vs FIX
+4,032.2%
-3,720.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | +0.2% |
| 7D | +0.1% | -7.2% | +7.3% | +1.1% |
| 30D | -3.3% | -35.1% | +31.8% | +5.6% |
| 3M | -2.4% | -34.3% | +31.9% | +5.8% |
| 6M | +2.6% | -42.9% | +45.5% | +13.8% |
| YTD | +11.3% | +19.5% | -8.1% | +1.6% |
| 1Y | +13.5% | +16.8% | -3.3% | +3.7% |
| 3Y | +80.3% | +506.7% | -426.4% | -2.3% |
| 5Y | +72.7% | +1,046.7% | -974.0% | -24.8% |
| 10Y | +312.2% | +3,800.0% | -3,487.8% | +25.4% |
| All | +312.2% | +4,032.2% | -3,720.0% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling