+422.5%
STM vs Z
-11.7%
+434.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +3.0% | +5.7% |
| 7D | -5.6% | -5.2% | -0.4% | -4.3% |
| 30D | -14.4% | +5.7% | -20.2% | -16.6% |
| 3M | -20.5% | -8.7% | -11.7% | -19.9% |
| 6M | -24.5% | -26.0% | +1.5% | -19.9% |
| YTD | +72.7% | -55.0% | +127.7% | +109.7% |
| 1Y | +91.0% | -58.0% | +149.0% | +136.3% |
| 3Y | +13.5% | -15.2% | +28.7% | +6.6% |
| 5Y | -9.2% | -53.8% | +44.6% | -3.1% |
| 10Y | +422.5% | -14.5% | +437.1% | +275.6% |
| All | +422.5% | -11.7% | +434.2% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling