+162.4%
ALL vs STZ
-29.4%
+191.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +5.0% | +2.6% | +2.5% | +4.3% |
| 30D | +13.3% | +15.2% | -1.9% | +9.2% |
| 3M | +3.2% | +7.6% | -4.5% | +1.0% |
| 6M | +25.3% | +5.3% | +20.1% | +23.1% |
| YTD | +30.5% | +8.6% | +21.8% | +25.9% |
| 1Y | +29.2% | +15.6% | +13.6% | +22.3% |
| 3Y | +119.1% | -35.2% | +154.3% | +142.3% |
| All | +162.4% | -29.4% | +191.8% | +169.8% |
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