+8,757.3%
STX vs FIX
+37,447.8%
-28,690.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -11.6% | -4.7% | -12.1% |
| 7D | -33.4% | -27.2% | -6.2% | -25.2% |
| 30D | -42.1% | -46.9% | +4.8% | -27.5% |
| 3M | -44.3% | -44.4% | +0.2% | -31.6% |
| 6M | -39.4% | -50.9% | +11.5% | -21.7% |
| YTD | +70.0% | +3.5% | +66.4% | +72.2% |
| 1Y | +70.2% | -2.1% | +72.3% | +75.8% |
| 3Y | +585.2% | +418.7% | +166.4% | +290.8% |
| 5Y | +455.7% | +894.6% | -438.9% | +151.4% |
| 10Y | +2,007.9% | +3,465.5% | -1,457.6% | +494.6% |
| All | +8,757.3% | +37,447.8% | -28,690.5% | +1,210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling