+108.4%
B vs STZ
-29.2%
+137.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.5% | -3.2% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -6.6% | +14.7% | -21.3% | -8.7% |
| 3M | -7.9% | +8.8% | -16.7% | -9.3% |
| 6M | -16.8% | +3.1% | -19.9% | -17.4% |
| YTD | -11.7% | +7.9% | -19.6% | -13.9% |
| 1Y | +3.5% | +14.2% | -10.7% | -0.4% |
| 3Y | +165.7% | -35.2% | +200.9% | +188.3% |
| 5Y | +108.4% | -29.6% | +138.0% | +126.1% |
| All | +108.4% | -29.2% | +137.6% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling