+1,019.5%
STX vs FIX
+2,061.9%
-1,042.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.5% |
| 7D | +2.4% | +6.0% | -3.7% | -0.3% |
| 30D | +1.4% | -7.2% | +8.6% | +5.2% |
| 3M | -8.2% | -15.9% | +7.6% | +0.3% |
| 6M | +127.0% | +12.7% | +114.3% | +121.4% |
| YTD | +209.1% | +72.8% | +136.4% | +157.0% |
| 1Y | +365.4% | +122.9% | +242.5% | +255.1% |
| 3Y | +1,135.4% | +774.3% | +361.1% | +430.3% |
| All | +1,019.5% | +2,061.9% | -1,042.4% | +185.0% |
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