+99.6%
STM vs FIX
+128.3%
-28.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.9% |
| 7D | +5.8% | +6.0% | -0.2% | +2.7% |
| 30D | -1.0% | -7.2% | +6.2% | +2.7% |
| 3M | -33.3% | -15.9% | -17.4% | -27.5% |
| 6M | +57.4% | +12.7% | +44.6% | +54.5% |
| YTD | +102.2% | +72.8% | +29.4% | +84.0% |
| 1Y | +99.6% | +122.9% | -23.3% | +75.3% |
| All | +99.6% | +128.3% | -28.7% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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