+75.7%
STT vs Z
-62.2%
+137.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.6% |
| 7D | -0.4% | -6.0% | +5.6% | +0.2% |
| 30D | +1.7% | -2.3% | +4.0% | +1.8% |
| 3M | +17.9% | -0.6% | +18.5% | +17.5% |
| 6M | +55.3% | -27.6% | +82.9% | +62.6% |
| YTD | +52.7% | -52.4% | +105.0% | +68.5% |
| 1Y | +75.7% | -63.6% | +139.2% | +102.4% |
| All | +75.7% | -62.2% | +137.8% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling