+192.0%
STT vs Z
+6.9%
+185.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | -2.5% | -4.6% | +2.1% | -1.8% |
| 30D | -5.0% | +8.3% | -13.3% | -6.7% |
| 3M | -10.5% | -11.6% | +1.1% | -9.3% |
| 6M | +10.0% | -33.6% | +43.7% | +16.8% |
| YTD | +30.7% | -56.7% | +87.4% | +48.6% |
| 1Y | +43.8% | -59.1% | +102.9% | +64.9% |
| 3Y | +168.1% | -20.4% | +188.4% | +164.3% |
| 5Y | +101.4% | -55.3% | +156.7% | +110.1% |
| 10Y | +211.3% | -14.2% | +225.5% | +139.9% |
| All | +192.0% | +6.9% | +185.1% | +104.0% |
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