+314.7%
A vs STZ
+13.4%
+301.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -0.5% | +2.6% | -3.0% | -1.2% |
| 30D | 0.0% | +15.2% | -15.2% | -4.7% |
| 3M | +16.7% | +7.6% | +9.1% | +13.3% |
| 6M | +54.8% | +5.3% | +49.6% | +50.9% |
| YTD | +28.8% | +8.6% | +20.2% | +22.8% |
| 1Y | +19.3% | +15.6% | +3.7% | +11.0% |
| 3Y | +65.5% | -35.2% | +100.7% | +85.7% |
| 5Y | +12.1% | -29.1% | +41.2% | +21.0% |
| All | +314.7% | +13.4% | +301.3% | +275.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling