+112.4%
C vs STZ
-29.2%
+141.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +0.2% | +14.7% | -14.5% | -2.6% |
| 3M | -9.3% | +8.8% | -18.1% | -11.1% |
| 6M | -0.8% | +3.1% | -3.9% | -1.8% |
| YTD | +8.5% | +7.9% | +0.6% | +5.0% |
| 1Y | +23.1% | +14.2% | +8.9% | +17.0% |
| 3Y | +220.8% | -35.2% | +256.0% | +253.0% |
| 5Y | +112.4% | -29.6% | +142.0% | +118.7% |
| All | +112.4% | -29.2% | +141.6% | +118.7% |
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