+476.0%
A vs STZ
+1,995.5%
-1,519.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.9% | -1.9% | 0.0% | -1.4% |
| 30D | +6.9% | -1.9% | +8.8% | +7.4% |
| 3M | +9.2% | -6.2% | +15.5% | +11.0% |
| 6M | +25.7% | -14.0% | +39.7% | +30.5% |
| YTD | +11.5% | -5.1% | +16.7% | +11.9% |
| 1Y | +18.4% | -9.6% | +27.9% | +20.2% |
| 3Y | +26.6% | -47.2% | +73.8% | +49.4% |
| 5Y | -12.8% | -33.6% | +20.8% | -4.5% |
| 10Y | +247.2% | -9.8% | +256.9% | +234.2% |
| All | +476.0% | +1,995.5% | -1,519.5% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling