-17.9%
STM vs FIX
+929.6%
-947.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -11.6% | -0.8% | -7.7% |
| 7D | -20.1% | -27.2% | +7.2% | -9.4% |
| 30D | -32.0% | -46.9% | +15.0% | -12.9% |
| 3M | -24.2% | -44.4% | +20.3% | -4.8% |
| 6M | -29.9% | -50.9% | +21.0% | -7.6% |
| YTD | +54.9% | +3.5% | +51.4% | +59.9% |
| 1Y | +68.0% | -2.1% | +70.1% | +75.6% |
| 3Y | -0.1% | +418.7% | -418.9% | -49.5% |
| 5Y | -17.9% | +894.6% | -912.4% | -73.1% |
| All | -17.9% | +929.6% | -947.5% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling