+700.7%
STM vs Z
+25.1%
+675.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | +5.8% | -3.0% | +8.8% | +6.7% |
| 30D | -1.0% | -4.2% | +3.2% | -0.4% |
| 3M | -33.3% | -3.7% | -29.6% | -33.5% |
| 6M | +57.4% | -24.5% | +81.9% | +67.3% |
| YTD | +102.2% | -49.3% | +151.5% | +139.5% |
| 1Y | +99.6% | -58.7% | +158.3% | +150.0% |
| 3Y | +14.5% | -34.1% | +48.7% | +18.5% |
| 5Y | +21.4% | -64.5% | +85.9% | +39.2% |
| 10Y | +695.0% | -0.5% | +695.4% | +477.6% |
| All | +700.7% | +25.1% | +675.6% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling