+588.0%
STX vs Z
-21.1%
+609.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -1.1% |
| 7D | -28.5% | -4.6% | -23.9% | -28.2% |
| 30D | -42.9% | +8.3% | -51.2% | -43.0% |
| 3M | -45.9% | -11.6% | -34.3% | -45.7% |
| 6M | -41.3% | -33.6% | -7.7% | -38.9% |
| YTD | +67.9% | -56.7% | +124.6% | +84.5% |
| 1Y | +66.5% | -59.1% | +125.6% | +84.5% |
| 3Y | +588.0% | -20.4% | +608.3% | +570.6% |
| All | +588.0% | -21.1% | +609.0% | +570.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling