+3,653.2%
FIX vs STT
+204.5%
+3,448.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | -17.5% | -2.5% | -15.0% | -16.2% |
| 30D | -41.6% | -5.0% | -36.6% | -39.6% |
| 3M | -40.6% | -10.5% | -30.1% | -36.4% |
| 6M | -49.4% | +10.0% | -59.4% | -52.0% |
| YTD | +9.2% | +30.7% | -21.5% | -6.7% |
| 1Y | +6.5% | +43.8% | -37.3% | -13.9% |
| 3Y | +448.7% | +168.1% | +280.6% | +209.3% |
| 5Y | +948.7% | +101.4% | +847.3% | +561.1% |
| All | +3,653.2% | +204.5% | +3,448.7% | +1,494.4% |
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 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