-10.2%
ASX vs STZ
-2.1%
-8.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.1% | -21.3% |
| 7D | -33.3% | +11.8% | -45.1% | -26.4% |
| 30D | -36.5% | +26.0% | -62.4% | -24.2% |
| 3M | -19.2% | +11.5% | -30.7% | -9.2% |
| 6M | -10.2% | -2.0% | -8.3% | -2.9% |
| All | -10.2% | -2.1% | -8.1% | -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