+788.7%
SPYM vs FIX
+13,056.7%
-12,268.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.9% |
| 7D | -2.7% | -17.5% | +14.8% | +0.9% |
| 30D | -5.4% | -41.6% | +36.2% | +5.4% |
| 3M | -4.1% | -40.6% | +36.5% | +6.0% |
| 6M | +0.8% | -49.4% | +50.1% | +14.2% |
| YTD | +8.8% | +9.2% | -0.4% | +2.4% |
| 1Y | +11.0% | +6.5% | +4.5% | +4.7% |
| 3Y | +75.5% | +448.7% | -373.2% | +6.3% |
| 5Y | +68.4% | +948.7% | -880.3% | -14.2% |
| 10Y | +316.1% | +3,659.7% | -3,343.6% | +49.8% |
| All | +788.7% | +13,056.7% | -12,268.0% | +121.8% |
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