+420.9%
B vs STZ
+10,752.7%
-10,331.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +9.6% | +4.9% | +4.7% | +9.1% |
| 30D | +3.5% | +20.9% | -17.4% | +1.6% |
| 3M | -1.6% | +8.0% | -9.6% | -2.4% |
| 6M | -1.7% | -5.3% | +3.6% | -1.4% |
| YTD | -5.3% | +5.9% | -11.2% | -6.3% |
| 1Y | +27.2% | +14.2% | +13.0% | +25.0% |
| 3Y | +166.1% | -37.0% | +203.1% | +175.4% |
| 5Y | +136.5% | -29.7% | +166.2% | +141.9% |
| 10Y | +172.2% | +5.2% | +167.1% | +164.7% |
| All | +420.9% | +10,752.7% | -10,331.8% | +286.4% |
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 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