+155.0%
ASX vs STZ
+15.1%
+139.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.2% |
| 7D | +0.8% | -0.9% | +1.8% | +0.3% |
| 30D | -20.4% | +14.9% | -35.4% | -15.7% |
| 3M | -2.1% | +8.4% | -10.6% | +3.1% |
| 6M | +8.2% | +2.8% | +5.4% | +13.7% |
| YTD | +137.3% | +7.5% | +129.7% | +138.0% |
| 1Y | +155.0% | +12.5% | +142.5% | +157.6% |
| All | +155.0% | +15.1% | +139.9% | +157.6% |
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