+465.1%
STM vs FIX
+3,564.5%
-3,099.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +12.0% | +9.4% | +2.6% | +7.9% |
| 30D | -0.4% | -27.8% | +27.4% | +12.8% |
| 3M | -13.2% | -35.6% | +22.4% | +2.9% |
| 6M | -26.1% | -45.2% | +19.2% | -6.5% |
| YTD | +81.2% | +19.5% | +61.7% | +72.0% |
| 1Y | +98.3% | +24.2% | +74.1% | +84.8% |
| 3Y | +16.7% | +494.2% | -477.4% | -46.9% |
| 5Y | -4.8% | +1,036.1% | -1,041.0% | -68.3% |
| All | +465.1% | +3,564.5% | -3,099.5% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling