+420.4%
FIX vs STT
+164.8%
+255.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.7% | -6.9% | -7.9% |
| 7D | -27.2% | -4.9% | -22.3% | -24.2% |
| 30D | -46.9% | -6.0% | -40.9% | -44.1% |
| 3M | -44.4% | -11.7% | -32.8% | -38.7% |
| 6M | -50.9% | +11.7% | -62.6% | -54.6% |
| YTD | +3.5% | +30.4% | -26.9% | -15.3% |
| 1Y | -2.1% | +43.9% | -46.0% | -25.7% |
| All | +420.4% | +164.8% | +255.6% | +138.4% |
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 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