+1,658.8%
STX vs Z
+6.6%
+1,652.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +9.7% |
| 7D | -1.0% | -13.1% | +12.1% | +1.7% |
| 30D | -26.8% | +5.9% | -32.6% | -27.8% |
| 3M | -32.7% | -13.7% | -19.0% | -31.9% |
| 6M | -33.7% | -27.1% | -6.6% | -31.4% |
| YTD | +101.0% | -56.8% | +157.8% | +128.3% |
| 1Y | +92.7% | -60.2% | +152.9% | +122.2% |
| 3Y | +708.7% | -19.7% | +728.4% | +673.6% |
| 5Y | +504.0% | -53.7% | +557.7% | +516.7% |
| 10Y | +2,108.4% | -16.9% | +2,125.2% | +1,554.0% |
| All | +1,658.8% | +6.6% | +1,652.2% | +1,177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling