+2,793.8%
ASX vs STZ
+2,463.2%
+330.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.1% | -20.6% |
| 7D | -33.3% | +11.8% | -45.1% | -35.1% |
| 30D | -36.5% | +26.0% | -62.4% | -40.2% |
| 3M | -19.2% | +11.5% | -30.7% | -22.1% |
| 6M | -10.2% | -2.0% | -8.3% | -11.2% |
| YTD | +86.5% | +7.9% | +78.6% | +78.7% |
| 1Y | +89.6% | +13.9% | +75.7% | +79.1% |
| 3Y | +298.6% | -35.8% | +334.4% | +329.6% |
| 5Y | +414.3% | -28.4% | +442.7% | +436.9% |
| 10Y | +711.1% | +7.1% | +704.0% | +643.4% |
| All | +2,793.8% | +2,463.2% | +330.6% | +1,728.5% |
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