+8.2%
ASX vs STZ
-0.6%
+8.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +5.9% |
| 7D | +0.8% | -0.9% | +1.8% | -0.2% |
| 30D | -20.4% | +14.9% | -35.4% | -10.1% |
| 3M | -2.1% | +8.4% | -10.6% | +8.2% |
| 6M | +8.2% | +2.8% | +5.4% | +18.5% |
| All | +8.2% | -0.6% | +8.8% | +18.5% |
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