+18.4%
A vs STZ
-10.2%
+28.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.9% | -1.9% | 0.0% | -1.7% |
| 30D | +6.9% | -1.9% | +8.8% | +7.0% |
| 3M | +9.2% | -6.2% | +15.5% | +10.0% |
| 6M | +25.7% | -14.0% | +39.7% | +27.5% |
| YTD | +11.5% | -5.1% | +16.7% | +9.8% |
| 1Y | +18.4% | -9.6% | +27.9% | +19.7% |
| All | +18.4% | -10.2% | +28.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling