+1,092.8%
STX vs AZO
+85.0%
+1,007.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.5% |
| 7D | +8.0% | -2.9% | +10.9% | +8.3% |
| 30D | +5.1% | -5.3% | +10.4% | +5.7% |
| 3M | +5.8% | -7.3% | +13.1% | +6.2% |
| 6M | +124.9% | -22.7% | +147.6% | +134.5% |
| YTD | +213.9% | -15.0% | +228.9% | +219.5% |
| 1Y | +350.4% | -32.2% | +382.6% | +385.2% |
| 3Y | +1,314.2% | +10.0% | +1,304.2% | +1,161.5% |
| 5Y | +1,092.8% | +85.8% | +1,007.0% | +765.4% |
| All | +1,092.8% | +85.0% | +1,007.8% | +765.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling