+3,759.0%
FIX vs STT
+203.9%
+3,555.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.1% |
| 7D | +6.4% | +0.4% | +6.0% | +6.6% |
| 30D | -29.1% | -0.4% | -28.7% | -28.6% |
| 3M | -31.1% | -6.5% | -24.7% | -28.1% |
| 6M | -42.8% | +17.2% | -60.0% | -47.7% |
| YTD | +24.6% | +38.2% | -13.6% | +3.2% |
| 1Y | +21.9% | +49.3% | -27.3% | -3.4% |
| 3Y | +524.9% | +181.9% | +343.0% | +242.7% |
| 5Y | +1,092.2% | +106.9% | +985.3% | +642.0% |
| 10Y | +3,759.0% | +203.1% | +3,555.9% | +1,580.9% |
| All | +3,759.0% | +203.9% | +3,555.1% | +1,580.9% |
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