+2,038.9%
STX vs FIX
+3,615.9%
-1,576.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | 0.0% |
| 7D | +16.8% | +17.0% | -0.2% | +9.5% |
| 30D | -27.0% | -30.6% | +3.5% | -15.1% |
| 3M | -37.9% | -35.0% | -2.8% | -26.2% |
| 6M | -32.5% | -44.0% | +11.5% | -14.2% |
| YTD | +98.6% | +21.1% | +77.4% | +91.2% |
| 1Y | +93.6% | +16.3% | +77.3% | +89.4% |
| 3Y | +699.1% | +507.4% | +191.7% | +311.8% |
| 5Y | +481.0% | +1,052.1% | -571.0% | +130.4% |
| All | +2,038.9% | +3,615.9% | -1,576.9% | +490.6% |
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