+392.6%
STM vs FIX
+3,608.1%
-3,215.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.4% | -1.0% | +2.2% |
| 7D | -10.7% | -17.5% | +6.7% | -3.8% |
| 30D | -25.7% | -41.6% | +15.8% | -8.4% |
| 3M | -21.6% | -40.6% | +19.0% | -4.0% |
| 6M | -27.8% | -49.4% | +21.6% | -5.7% |
| YTD | +61.8% | +9.2% | +52.6% | +59.4% |
| 1Y | +78.1% | +6.5% | +71.6% | +76.0% |
| 3Y | +4.9% | +448.7% | -443.8% | -50.4% |
| 5Y | -14.3% | +948.7% | -963.0% | -70.3% |
| All | +392.6% | +3,608.1% | -3,215.5% | +14.0% |
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