+200.4%
B vs STZ
-47.3%
+247.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.3% |
| 30D | +9.4% | -1.9% | +11.3% | +9.7% |
| 3M | +5.0% | -6.2% | +11.2% | +5.8% |
| 6M | -3.5% | -14.0% | +10.5% | -1.6% |
| YTD | +4.5% | -5.1% | +9.6% | +3.9% |
| 1Y | +67.8% | -9.6% | +77.3% | +68.2% |
| All | +200.4% | -47.3% | +247.7% | +242.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling