+415.3%
ASX vs STZ
-29.7%
+445.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +6.6% |
| 7D | -19.9% | +4.9% | -24.8% | -20.3% |
| 30D | -30.9% | +20.9% | -51.8% | -32.7% |
| 3M | -15.1% | +8.0% | -23.1% | -16.0% |
| 6M | -6.5% | -5.3% | -1.2% | -5.2% |
| YTD | +98.4% | +5.9% | +92.5% | +92.6% |
| 1Y | +107.9% | +14.2% | +93.6% | +97.0% |
| 3Y | +325.3% | -37.0% | +362.2% | +378.5% |
| All | +415.3% | -29.7% | +445.0% | +442.1% |
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