+3,644.4%
FIX vs STT
+198.3%
+3,446.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -13.9% | +1.1% | -15.1% | -14.4% |
| 30D | -35.5% | -1.9% | -33.6% | -34.6% |
| 3M | -33.9% | -7.6% | -26.4% | -30.6% |
| 6M | -43.3% | +16.0% | -59.3% | -47.8% |
| YTD | +18.7% | +36.2% | -17.5% | -0.9% |
| 1Y | +13.8% | +46.8% | -33.0% | -9.0% |
| 3Y | +495.0% | +177.8% | +317.2% | +229.1% |
| 5Y | +1,049.0% | +105.8% | +943.2% | +617.2% |
| 10Y | +3,644.4% | +197.6% | +3,446.9% | +1,550.3% |
| All | +3,644.4% | +198.3% | +3,446.1% | +1,550.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling