+1,967.8%
STX vs Z
-19.5%
+1,987.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | 0.0% |
| 7D | -17.3% | -6.5% | -10.8% | -16.3% |
| 30D | -35.9% | -0.1% | -35.8% | -36.2% |
| 3M | -37.3% | -14.1% | -23.2% | -36.5% |
| 6M | -35.8% | -30.1% | -5.8% | -33.1% |
| YTD | +82.7% | -57.5% | +140.3% | +107.8% |
| 1Y | +71.6% | -60.3% | +132.0% | +97.6% |
| 3Y | +635.3% | -21.0% | +656.3% | +605.1% |
| 5Y | +483.8% | -54.9% | +538.7% | +497.3% |
| 10Y | +1,967.8% | -16.0% | +1,983.8% | +1,456.7% |
| All | +1,967.8% | -19.5% | +1,987.3% | +1,456.7% |
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