+463.1%
STM vs FIX
+3,814.3%
-3,351.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.5% | +1.4% |
| 7D | +1.4% | +6.4% | -5.0% | -0.9% |
| 30D | -8.4% | -29.1% | +20.7% | +4.6% |
| 3M | -15.8% | -31.1% | +15.3% | -2.9% |
| 6M | -22.8% | -42.8% | +20.0% | -4.0% |
| YTD | +79.4% | +24.6% | +54.7% | +67.4% |
| 1Y | +97.0% | +21.9% | +75.0% | +84.2% |
| 3Y | +14.2% | +524.9% | -510.7% | -49.1% |
| 5Y | -4.5% | +1,092.2% | -1,096.7% | -68.8% |
| 10Y | +463.1% | +3,759.0% | -3,296.0% | +17.3% |
| All | +463.1% | +3,814.3% | -3,351.2% | +17.3% |
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 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