+14.5%
FIX vs STT
+46.6%
-32.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +6.6% |
| 7D | -7.2% | +0.9% | -8.2% | -7.8% |
| 30D | -35.1% | -2.3% | -32.8% | -33.6% |
| 3M | -34.3% | -7.5% | -26.8% | -29.9% |
| 6M | -42.9% | +14.9% | -57.8% | -47.7% |
| YTD | +19.5% | +34.9% | -15.4% | -5.5% |
| All | +14.5% | +46.6% | -32.1% | -15.8% |
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