+107.5%
ALL vs STZ
-37.2%
+144.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.1% |
| 7D | -1.9% | +4.9% | -6.9% | -2.9% |
| 30D | +13.8% | +20.9% | -7.1% | +9.5% |
| 3M | -7.0% | +8.0% | -15.0% | -8.6% |
| 6M | +18.0% | -5.3% | +23.3% | +18.5% |
| YTD | +24.2% | +5.9% | +18.3% | +21.4% |
| 1Y | +31.2% | +14.2% | +17.0% | +25.9% |
| 3Y | +107.5% | -37.0% | +144.5% | +124.3% |
| All | +107.5% | -37.2% | +144.7% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling