+461.8%
STM vs Z
-19.3%
+481.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | +16.3% | -4.9% | +21.2% | +17.9% |
| 30D | -6.3% | +3.0% | -9.2% | -8.0% |
| 3M | -14.1% | -13.4% | -0.7% | -12.3% |
| 6M | -19.6% | -27.3% | +7.8% | -14.4% |
| YTD | +80.1% | -57.8% | +137.9% | +122.5% |
| 1Y | +95.4% | -60.0% | +155.4% | +144.9% |
| 3Y | +14.7% | -21.5% | +36.2% | +10.1% |
| 5Y | -5.4% | -55.0% | +49.6% | +1.5% |
| All | +461.8% | -19.3% | +481.1% | +311.9% |
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