+506.7%
FIX vs STT
+178.8%
+327.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +6.8% |
| 7D | -7.2% | +0.9% | -8.2% | -7.8% |
| 30D | -35.1% | -2.3% | -32.8% | -33.7% |
| 3M | -34.3% | -7.0% | -27.3% | -30.3% |
| 6M | -42.9% | +15.5% | -58.4% | -48.5% |
| YTD | +19.5% | +35.6% | -16.1% | -5.1% |
| 1Y | +16.8% | +47.9% | -31.1% | -13.1% |
| 3Y | +506.7% | +181.1% | +325.6% | +169.5% |
| All | +506.7% | +178.8% | +327.9% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling