+123.8%
STX vs AZO
-7.5%
+131.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -12.1% | -6.5% |
| 7D | -20.2% | +5.3% | -25.5% | -18.3% |
| 30D | -37.2% | +18.4% | -55.6% | -33.1% |
| 3M | -34.1% | +9.8% | -43.9% | -31.1% |
| 6M | -24.5% | -4.5% | -20.0% | -20.0% |
| YTD | +102.9% | -1.9% | +104.9% | +118.7% |
| 1Y | +123.8% | -9.5% | +133.3% | +141.2% |
| All | +123.8% | -7.5% | +131.3% | +141.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling