+186.7%
B vs STZ
+3.4%
+183.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | +9.6% | +4.9% | +4.7% | +8.9% |
| 30D | +3.5% | +20.9% | -17.4% | +0.5% |
| 3M | -1.6% | +8.0% | -9.6% | -2.9% |
| 6M | -1.7% | -5.3% | +3.6% | -1.2% |
| YTD | -5.3% | +5.9% | -11.2% | -7.0% |
| 1Y | +27.2% | +14.2% | +13.0% | +23.3% |
| 3Y | +166.1% | -37.0% | +203.1% | +183.1% |
| 5Y | +136.5% | -29.7% | +166.2% | +146.8% |
| All | +186.7% | +3.4% | +183.3% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling