+415.6%
STM vs FIX
+7,433.0%
-7,017.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -11.6% | -0.8% | -9.0% |
| 7D | -20.1% | -27.2% | +7.2% | -12.3% |
| 30D | -32.0% | -46.9% | +15.0% | -18.2% |
| 3M | -24.2% | -44.4% | +20.3% | -10.2% |
| 6M | -29.9% | -50.9% | +21.0% | -13.6% |
| YTD | +54.9% | +3.5% | +51.4% | +54.8% |
| 1Y | +68.0% | -2.1% | +70.1% | +69.7% |
| 3Y | -0.1% | +418.7% | -418.9% | -40.5% |
| 5Y | -17.9% | +894.6% | -912.4% | -59.8% |
| 10Y | +392.2% | +3,465.5% | -3,073.3% | +64.2% |
| All | +415.6% | +7,433.0% | -7,017.5% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling