+367.1%
ASX vs STZ
-34.1%
+401.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -9.1% | +5.3% | -14.5% | -8.8% |
| 30D | -23.6% | +19.6% | -43.2% | -23.0% |
| 3M | -5.6% | +10.0% | -15.6% | -4.7% |
| 6M | +4.7% | -0.3% | +5.0% | +6.6% |
| YTD | +122.6% | +8.6% | +114.0% | +121.3% |
| 1Y | +133.0% | +16.6% | +116.4% | +128.8% |
| 3Y | +367.1% | -34.8% | +401.9% | +400.7% |
| All | +367.1% | -34.1% | +401.2% | +400.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling