+14.4%
FIX vs STT
+53.6%
-39.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.2% | -17.3% | -16.8% |
| 7D | -18.9% | -0.1% | -18.8% | -18.9% |
| 30D | -36.3% | -1.7% | -34.6% | -35.5% |
| 3M | -38.5% | -6.4% | -32.1% | -35.4% |
| 6M | -42.3% | +17.7% | -60.0% | -48.2% |
| YTD | +17.1% | +36.9% | -19.8% | -8.9% |
| 1Y | +14.4% | +52.0% | -37.6% | -20.4% |
| All | +14.4% | +53.6% | -39.2% | -20.4% |
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