+356.1%
ALL vs STZ
-14.3%
+370.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.3% | -0.6% |
| 7D | -1.7% | -7.4% | +5.7% | +0.7% |
| 30D | -4.7% | -10.9% | +6.2% | -1.2% |
| 3M | +18.4% | -13.4% | +31.8% | +23.5% |
| 6M | +20.5% | -16.2% | +36.7% | +26.5% |
| YTD | +23.5% | -10.4% | +34.0% | +26.2% |
| 1Y | +29.0% | -14.8% | +43.8% | +33.5% |
| 3Y | +153.7% | -50.1% | +203.9% | +210.6% |
| 5Y | +114.8% | -38.8% | +153.6% | +140.9% |
| 10Y | +356.1% | -14.1% | +370.2% | +355.6% |
| All | +356.1% | -14.3% | +370.5% | +355.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling