+264.3%
STT vs AZO
+296.8%
-32.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.4% | -3.6% | +3.1% | +0.8% |
| 30D | +1.7% | -5.6% | +7.3% | +3.6% |
| 3M | +17.9% | -6.6% | +24.6% | +19.8% |
| 6M | +55.3% | -22.5% | +77.8% | +67.8% |
| YTD | +52.7% | -15.2% | +67.8% | +58.9% |
| 1Y | +75.7% | -33.9% | +109.6% | +99.6% |
| 3Y | +197.9% | +11.8% | +186.1% | +170.6% |
| 5Y | +158.8% | +85.5% | +73.2% | +87.2% |
| All | +264.3% | +296.8% | -32.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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