+365.6%
ALL vs STZ
+9.8%
+355.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.9% |
| 7D | -1.9% | +4.9% | -6.9% | -3.5% |
| 30D | +13.8% | +20.9% | -7.1% | +6.9% |
| 3M | -7.0% | +8.0% | -15.0% | -9.5% |
| 6M | +18.0% | -5.3% | +23.3% | +19.5% |
| YTD | +24.2% | +5.9% | +18.3% | +20.0% |
| 1Y | +31.2% | +14.2% | +17.0% | +23.2% |
| 3Y | +107.5% | -37.0% | +144.5% | +135.3% |
| 5Y | +144.8% | -29.7% | +174.5% | +163.0% |
| All | +365.6% | +9.8% | +355.8% | +344.6% |
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