+1,883.6%
STX vs FIX
+3,608.1%
-1,724.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -3.5% |
| 7D | -28.5% | -17.5% | -11.0% | -22.4% |
| 30D | -42.9% | -41.6% | -1.3% | -28.8% |
| 3M | -45.9% | -40.6% | -5.3% | -33.3% |
| 6M | -41.3% | -49.4% | +8.1% | -22.2% |
| YTD | +67.9% | +9.2% | +58.8% | +68.5% |
| 1Y | +66.5% | +6.5% | +60.1% | +68.9% |
| 3Y | +588.0% | +448.7% | +139.2% | +268.7% |
| 5Y | +449.1% | +948.7% | -499.7% | +125.7% |
| All | +1,883.6% | +3,608.1% | -1,724.5% | +444.6% |
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