+2,038.9%
STX vs Z
-19.3%
+2,058.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +16.8% | -4.9% | +21.8% | +17.9% |
| 30D | -27.0% | +3.0% | -30.0% | -27.8% |
| 3M | -37.9% | -13.4% | -24.5% | -37.1% |
| 6M | -32.5% | -27.3% | -5.2% | -30.1% |
| YTD | +98.6% | -57.8% | +156.4% | +126.1% |
| 1Y | +93.6% | -60.0% | +153.6% | +122.5% |
| 3Y | +699.1% | -21.5% | +720.6% | +667.3% |
| 5Y | +481.0% | -55.0% | +536.0% | +494.8% |
| All | +2,038.9% | -19.3% | +2,058.2% | +1,532.4% |
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 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