+2,108.4%
STX vs FIX
+3,814.3%
-1,705.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.0% | +5.0% | +7.9% |
| 7D | -1.0% | +6.4% | -7.4% | -3.0% |
| 30D | -26.8% | -29.1% | +2.3% | -15.5% |
| 3M | -32.7% | -31.1% | -1.6% | -21.8% |
| 6M | -33.7% | -42.8% | +9.1% | -16.5% |
| YTD | +101.0% | +24.6% | +76.4% | +91.3% |
| 1Y | +92.7% | +21.9% | +70.8% | +85.0% |
| 3Y | +708.7% | +524.9% | +183.8% | +311.7% |
| 5Y | +504.0% | +1,092.2% | -588.2% | +136.1% |
| 10Y | +2,108.4% | +3,759.0% | -1,650.7% | +501.6% |
| All | +2,108.4% | +3,814.3% | -1,705.9% | +501.6% |
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