+443.6%
STX vs FIX
+933.9%
-490.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -3.7% |
| 7D | -28.5% | -17.5% | -11.0% | -21.7% |
| 30D | -42.9% | -41.6% | -1.3% | -27.0% |
| 3M | -45.9% | -40.6% | -5.3% | -31.8% |
| 6M | -41.3% | -49.4% | +8.1% | -20.0% |
| YTD | +67.9% | +9.2% | +58.8% | +71.0% |
| 1Y | +66.5% | +6.5% | +60.1% | +71.4% |
| 3Y | +588.0% | +448.7% | +139.2% | +266.5% |
| All | +443.6% | +933.9% | -490.3% | +100.7% |
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