-15.7%
STM vs Z
-55.4%
+39.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.9% | +5.1% |
| 7D | -10.7% | -4.6% | -6.2% | -9.8% |
| 30D | -25.7% | +8.3% | -34.1% | -28.1% |
| 3M | -21.6% | -11.6% | -10.0% | -20.3% |
| 6M | -27.8% | -33.6% | +5.8% | -21.0% |
| YTD | +61.8% | -56.7% | +118.4% | +99.1% |
| 1Y | +78.1% | -59.1% | +137.2% | +122.9% |
| 3Y | +4.9% | -20.4% | +25.3% | -1.7% |
| All | -15.7% | -55.4% | +39.7% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling