+3,716.0%
ALL vs STZ
+6,602.7%
-2,886.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -1.5% | -1.9% | +0.4% | -1.1% |
| 3M | +23.6% | -6.2% | +29.9% | +25.3% |
| 6M | +22.3% | -14.0% | +36.3% | +26.3% |
| YTD | +26.5% | -5.1% | +31.6% | +27.1% |
| 1Y | +27.0% | -9.6% | +36.6% | +28.7% |
| 3Y | +149.6% | -47.2% | +196.8% | +185.1% |
| 5Y | +118.1% | -33.6% | +151.7% | +134.2% |
| 10Y | +369.0% | -9.8% | +378.7% | +356.6% |
| All | +3,716.0% | +6,602.7% | -2,886.7% | +1,778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling