+145.4%
ASX vs STZ
+15.6%
+129.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -1.8% |
| 7D | +12.4% | +2.6% | +9.8% | +13.5% |
| 30D | -19.8% | +15.2% | -35.0% | -14.8% |
| 3M | -10.3% | +7.6% | -18.0% | -5.4% |
| 6M | +1.2% | +5.3% | -4.0% | +6.9% |
| YTD | +123.0% | +8.6% | +114.4% | +125.3% |
| 1Y | +145.4% | +15.6% | +129.9% | +143.3% |
| All | +145.4% | +15.6% | +129.9% | +143.3% |
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