-6.5%
ASX vs STZ
-4.7%
-1.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +5.0% |
| 7D | -19.9% | +4.9% | -24.8% | -16.5% |
| 30D | -30.9% | +20.9% | -51.8% | -19.6% |
| 3M | -15.1% | +8.0% | -23.1% | -6.6% |
| 6M | -6.5% | -5.3% | -1.2% | -2.9% |
| All | -6.5% | -4.7% | -1.8% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling