+145.0%
ALL vs STZ
-29.7%
+174.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.0% |
| 7D | -1.9% | +4.9% | -6.9% | -3.2% |
| 30D | +13.8% | +20.9% | -7.1% | +8.4% |
| 3M | -7.0% | +8.0% | -15.0% | -9.0% |
| 6M | +18.0% | -5.3% | +23.3% | +19.0% |
| YTD | +24.2% | +5.9% | +18.3% | +20.7% |
| 1Y | +31.2% | +14.2% | +17.0% | +24.5% |
| 3Y | +107.5% | -37.0% | +144.5% | +131.3% |
| All | +145.0% | -29.7% | +174.7% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling