+266.4%
STT vs Z
-5.7%
+272.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.0% | -7.1% | +8.0% | +2.2% |
| 30D | +2.8% | -4.8% | +7.6% | +3.4% |
| 3M | +18.1% | -9.3% | +27.5% | +19.3% |
| 6M | +59.2% | -29.0% | +88.2% | +67.4% |
| YTD | +51.5% | -52.9% | +104.4% | +70.4% |
| 1Y | +75.7% | -63.1% | +138.8% | +105.6% |
| 3Y | +200.8% | -36.9% | +237.6% | +210.7% |
| 5Y | +155.8% | -65.5% | +221.3% | +174.8% |
| 10Y | +266.4% | -3.9% | +270.2% | +188.6% |
| All | +266.4% | -5.7% | +272.1% | +188.6% |
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