+910.4%
STX vs ZYBT
-58.4%
+968.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | +9.6% | -3.7% | +13.3% | +9.6% |
| 30D | +10.6% | -12.8% | +23.4% | +10.6% |
| 3M | +4.8% | +76.2% | -71.4% | +3.0% |
| 6M | +137.3% | +109.3% | +27.9% | +129.4% |
| YTD | +222.5% | +36.5% | +186.0% | +216.4% |
| 1Y | +366.2% | -84.0% | +450.2% | +382.9% |
| All | +910.4% | -58.4% | +968.8% | +822.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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