+0.4%
STM vs FIX
+420.3%
-419.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -11.6% | -0.8% | -7.8% |
| 7D | -20.1% | -27.2% | +7.2% | -9.6% |
| 30D | -32.0% | -46.9% | +15.0% | -13.4% |
| 3M | -24.2% | -44.4% | +20.3% | -5.3% |
| 6M | -29.9% | -50.9% | +21.0% | -8.4% |
| YTD | +54.9% | +3.5% | +51.4% | +63.7% |
| 1Y | +68.0% | -2.1% | +70.1% | +79.4% |
| All | +0.4% | +420.3% | -419.8% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling