+3,446.0%
STX vs Z
-0.5%
+3,446.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.5% | +6.7% |
| 7D | +2.4% | -3.0% | +5.4% | +2.8% |
| 30D | +1.4% | -4.2% | +5.6% | +1.6% |
| 3M | -8.2% | -3.7% | -4.5% | -8.9% |
| 6M | +127.0% | -24.5% | +151.5% | +135.4% |
| YTD | +209.1% | -49.3% | +258.4% | +243.8% |
| 1Y | +365.4% | -58.7% | +424.1% | +435.3% |
| 3Y | +1,135.4% | -34.1% | +1,169.5% | +1,146.7% |
| 5Y | +991.5% | -64.5% | +1,056.1% | +1,063.7% |
| All | +3,446.0% | -0.5% | +3,446.5% | +2,575.5% |
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