+65.5%
A vs STZ
-34.9%
+100.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -0.5% | +2.6% | -3.0% | -0.9% |
| 30D | 0.0% | +15.2% | -15.2% | -2.9% |
| 3M | +16.7% | +7.6% | +9.1% | +14.9% |
| 6M | +54.8% | +5.3% | +49.6% | +52.9% |
| YTD | +28.8% | +8.6% | +20.2% | +24.5% |
| 1Y | +19.3% | +15.6% | +3.7% | +12.9% |
| 3Y | +65.5% | -35.2% | +100.7% | +81.1% |
| All | +65.5% | -34.9% | +100.4% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling