+12,471.5%
FIX vs STT
+1,242.1%
+11,229.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.0% | +0.5% | +5.6% | +5.8% |
| 30D | -7.2% | +3.9% | -11.1% | -8.5% |
| 3M | -15.9% | +20.0% | -35.8% | -21.2% |
| 6M | +12.7% | +55.3% | -42.6% | -3.6% |
| YTD | +72.8% | +53.3% | +19.5% | +48.1% |
| 1Y | +122.9% | +74.7% | +48.2% | +82.3% |
| 3Y | +774.3% | +205.8% | +568.5% | +487.4% |
| 5Y | +2,049.5% | +145.0% | +1,904.5% | +1,426.1% |
| 10Y | +5,821.5% | +266.0% | +5,555.4% | +3,516.3% |
| All | +12,471.5% | +1,242.1% | +11,229.4% | +4,196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling