+3,635.3%
STX vs FIX
+5,813.3%
-2,178.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.6% |
| 7D | +2.4% | +6.0% | -3.7% | 0.0% |
| 30D | +1.4% | -7.2% | +8.6% | +4.7% |
| 3M | -8.2% | -15.9% | +7.6% | -0.6% |
| 6M | +127.0% | +12.7% | +114.3% | +121.5% |
| YTD | +209.1% | +72.8% | +136.4% | +159.3% |
| 1Y | +365.4% | +122.9% | +242.5% | +258.0% |
| 3Y | +1,135.4% | +774.3% | +361.1% | +455.4% |
| 5Y | +991.5% | +2,049.5% | -1,058.0% | +249.1% |
| All | +3,635.3% | +5,813.3% | -2,178.0% | +783.9% |
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 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