+12.5%
A vs STZ
-29.7%
+42.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.2% |
| 7D | -0.1% | +4.9% | -5.0% | -1.5% |
| 30D | +3.4% | +20.9% | -17.5% | -2.5% |
| 3M | +23.8% | +8.0% | +15.8% | +20.6% |
| 6M | +49.0% | -5.3% | +54.3% | +50.8% |
| YTD | +29.4% | +5.9% | +23.5% | +24.4% |
| 1Y | +19.4% | +14.2% | +5.2% | +11.2% |
| 3Y | +66.2% | -37.0% | +103.2% | +89.7% |
| All | +12.5% | -29.7% | +42.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling