+2,979.8%
ASX vs STZ
+2,417.3%
+562.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +6.8% |
| 7D | -19.9% | +4.9% | -24.8% | -20.9% |
| 30D | -30.9% | +20.9% | -51.8% | -34.3% |
| 3M | -15.1% | +8.0% | -23.1% | -17.5% |
| 6M | -6.5% | -5.3% | -1.2% | -6.7% |
| YTD | +98.4% | +5.9% | +92.5% | +91.0% |
| 1Y | +107.9% | +14.2% | +93.6% | +96.0% |
| 3Y | +325.3% | -37.0% | +362.2% | +360.1% |
| 5Y | +447.3% | -29.7% | +477.0% | +473.6% |
| 10Y | +763.2% | +5.2% | +758.1% | +694.3% |
| All | +2,979.8% | +2,417.3% | +562.5% | +1,853.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling