+576.7%
A vs STZ
+2,274.8%
-1,698.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | -0.1% | -0.9% | +0.8% | +0.2% |
| 30D | +3.3% | +14.9% | -11.6% | -1.2% |
| 3M | +18.5% | +8.4% | +10.1% | +15.0% |
| 6M | +59.3% | +2.8% | +56.5% | +56.5% |
| YTD | +31.0% | +7.5% | +23.5% | +25.9% |
| 1Y | +19.3% | +12.5% | +6.8% | +12.9% |
| 3Y | +66.8% | -35.4% | +102.2% | +84.3% |
| 5Y | +15.5% | -29.3% | +44.8% | +23.5% |
| 10Y | +312.3% | +11.8% | +300.6% | +271.2% |
| All | +576.7% | +2,274.8% | -1,698.2% | +211.3% |
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