+455.7%
STX vs FIX
+929.6%
-473.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -11.6% | -4.7% | -10.8% |
| 7D | -33.4% | -27.2% | -6.2% | -22.6% |
| 30D | -42.1% | -46.9% | +4.8% | -22.6% |
| 3M | -44.3% | -44.4% | +0.2% | -27.4% |
| 6M | -39.4% | -50.9% | +11.5% | -16.0% |
| YTD | +70.0% | +3.5% | +66.4% | +77.7% |
| 1Y | +70.2% | -2.1% | +72.3% | +81.6% |
| 3Y | +585.2% | +418.7% | +166.4% | +275.2% |
| 5Y | +455.7% | +894.6% | -438.9% | +110.1% |
| All | +455.7% | +929.6% | -473.9% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling