+74.2%
AR vs STZ
-29.7%
+103.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -14.3% | +4.9% | -19.2% | -15.1% |
| 30D | +1.4% | +20.9% | -19.4% | -2.3% |
| 3M | +3.4% | +8.0% | -4.6% | +1.6% |
| 6M | -2.1% | -5.3% | +3.2% | -1.5% |
| YTD | +4.7% | +5.9% | -1.2% | +1.6% |
| 1Y | +10.6% | +14.2% | -3.6% | +5.0% |
| 3Y | +24.6% | -37.0% | +61.6% | +37.8% |
| All | +74.2% | -29.7% | +103.9% | +66.9% |
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