+894.6%
FIX vs STT
+97.1%
+797.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.7% | -6.9% | -8.9% |
| 7D | -27.2% | -4.9% | -22.3% | -25.0% |
| 30D | -46.9% | -6.0% | -40.9% | -44.9% |
| 3M | -44.4% | -11.7% | -32.8% | -40.2% |
| 6M | -50.9% | +11.7% | -62.6% | -53.6% |
| YTD | +3.5% | +30.4% | -26.9% | -10.3% |
| 1Y | -2.1% | +43.9% | -46.0% | -19.6% |
| 3Y | +418.7% | +165.4% | +253.3% | +215.3% |
| 5Y | +894.6% | +101.0% | +793.5% | +548.6% |
| All | +894.6% | +97.1% | +797.5% | +548.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling