+3,800.0%
FIX vs STT
+210.2%
+3,589.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +7.5% |
| 7D | -7.2% | +0.9% | -8.2% | -7.6% |
| 30D | -35.1% | -2.3% | -32.8% | -34.0% |
| 3M | -34.3% | -7.5% | -26.8% | -31.0% |
| 6M | -42.9% | +14.9% | -57.8% | -47.2% |
| YTD | +19.5% | +34.9% | -15.4% | +0.3% |
| 1Y | +16.8% | +47.1% | -30.3% | -6.7% |
| 3Y | +506.7% | +179.6% | +327.1% | +234.4% |
| 5Y | +1,046.7% | +107.1% | +939.6% | +612.5% |
| 10Y | +3,800.0% | +199.4% | +3,600.6% | +1,613.7% |
| All | +3,800.0% | +210.2% | +3,589.8% | +1,613.7% |
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