+673.8%
STX vs Z
-18.1%
+691.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.2% |
| 7D | +14.6% | +0.8% | +13.8% | +14.6% |
| 30D | -26.0% | +5.2% | -31.2% | -26.0% |
| 3M | -42.6% | -17.0% | -25.6% | -42.1% |
| 6M | -35.3% | -22.7% | -12.6% | -33.9% |
| YTD | +92.5% | -56.3% | +148.8% | +111.5% |
| 1Y | +102.4% | -57.7% | +160.0% | +123.3% |
| 3Y | +673.8% | -16.5% | +690.4% | +652.1% |
| All | +673.8% | -18.1% | +691.9% | +652.1% |
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