+122.9%
FIX vs STT
+75.3%
+47.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.0% | +0.5% | +5.6% | +5.6% |
| 30D | -7.2% | +3.9% | -11.1% | -9.8% |
| 3M | -15.9% | +20.0% | -35.8% | -25.8% |
| 6M | +12.7% | +55.3% | -42.6% | -15.7% |
| YTD | +72.8% | +53.3% | +19.5% | +27.7% |
| 1Y | +122.9% | +74.7% | +48.2% | +53.5% |
| All | +122.9% | +75.3% | +47.6% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling