+487.4%
STX vs FIX
+1,049.0%
-561.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.4% | +0.4% | +5.3% |
| 7D | -14.8% | -7.2% | -7.5% | -11.6% |
| 30D | -35.4% | -35.1% | -0.2% | -21.3% |
| 3M | -37.7% | -34.3% | -3.4% | -25.0% |
| 6M | -35.2% | -42.9% | +7.7% | -16.3% |
| YTD | +84.4% | +19.5% | +64.9% | +80.2% |
| 1Y | +82.3% | +16.8% | +65.5% | +79.8% |
| 3Y | +646.2% | +506.7% | +139.5% | +279.9% |
| 5Y | +487.4% | +1,046.7% | -559.3% | +107.7% |
| All | +487.4% | +1,049.0% | -561.6% | +107.7% |
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