+146.5%
ASX vs STZ
+14.7%
+131.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.3% | -9.3% | -1.8% |
| 7D | -14.6% | +13.0% | -27.6% | -10.0% |
| 30D | -21.1% | +29.4% | -50.5% | -13.7% |
| 3M | -3.1% | +11.6% | -14.7% | +2.8% |
| 6M | +17.4% | -0.2% | +17.6% | +23.8% |
| YTD | +135.3% | +8.6% | +126.8% | +136.7% |
| 1Y | +146.5% | +15.9% | +130.6% | +148.9% |
| All | +146.5% | +14.7% | +131.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling