+6,316.1%
STT vs AZO
+42,241.4%
-35,925.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | +2.8% | -5.1% | +7.9% | +4.6% |
| 3M | +18.1% | -7.2% | +25.4% | +20.4% |
| 6M | +59.2% | -20.7% | +80.0% | +70.9% |
| YTD | +51.5% | -14.2% | +65.6% | +57.3% |
| 1Y | +75.7% | -32.2% | +107.8% | +97.4% |
| 3Y | +200.8% | +11.1% | +189.6% | +178.3% |
| 5Y | +155.8% | +87.6% | +68.2% | +93.0% |
| 10Y | +266.4% | +302.9% | -36.6% | +103.5% |
| All | +6,316.1% | +42,241.4% | -35,925.3% | +829.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling