+15.5%
A vs STZ
-16.0%
+31.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +3.0% | -2.0% |
| 7D | -2.1% | -7.4% | +5.3% | -1.1% |
| 30D | +0.6% | -10.9% | +11.5% | +1.9% |
| 3M | +10.9% | -13.4% | +24.3% | +12.7% |
| 6M | +28.2% | -16.2% | +44.4% | +30.4% |
| YTD | +8.6% | -10.4% | +19.0% | +7.6% |
| 1Y | +15.5% | -14.8% | +30.3% | +18.2% |
| All | +15.5% | -16.0% | +31.5% | +18.2% |
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 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