+1,972.8%
STX vs ZBRA
+382.3%
+1,590.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.8% |
| 7D | +14.6% | +0.6% | +14.0% | +14.4% |
| 30D | -26.0% | -14.0% | -11.9% | -21.4% |
| 3M | -42.6% | -14.7% | -28.0% | -39.0% |
| 6M | -35.3% | +31.3% | -66.6% | -43.4% |
| YTD | +92.5% | +33.4% | +59.0% | +65.2% |
| 1Y | +102.4% | +34.1% | +68.3% | +73.4% |
| 3Y | +673.8% | +59.9% | +613.9% | +499.8% |
| 5Y | +463.1% | -45.3% | +508.3% | +540.6% |
| All | +1,972.8% | +382.3% | +1,590.5% | +963.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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