+114.6%
ALL vs STZ
-35.6%
+150.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.6% | -0.9% | -1.6% | -2.4% |
| 30D | +12.7% | +14.9% | -2.2% | +9.5% |
| 3M | +0.4% | +8.4% | -8.0% | -1.5% |
| 6M | +23.8% | +2.8% | +21.0% | +22.4% |
| YTD | +27.8% | +7.5% | +20.3% | +24.4% |
| 1Y | +28.9% | +12.5% | +16.3% | +24.1% |
| All | +114.6% | -35.6% | +150.2% | +132.0% |
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