+568.3%
A vs STZ
+2,239.4%
-1,671.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | -0.1% | +4.9% | -5.0% | -1.6% |
| 30D | +3.4% | +20.9% | -17.5% | -2.7% |
| 3M | +23.8% | +8.0% | +15.8% | +20.2% |
| 6M | +49.0% | -5.3% | +54.3% | +50.0% |
| YTD | +29.4% | +5.9% | +23.5% | +24.9% |
| 1Y | +19.4% | +14.2% | +5.2% | +12.4% |
| 3Y | +66.2% | -37.0% | +103.2% | +84.9% |
| 5Y | +15.8% | -29.7% | +45.5% | +24.1% |
| 10Y | +326.1% | +5.2% | +320.9% | +289.9% |
| All | +568.3% | +2,239.4% | -1,671.1% | +208.8% |
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