+711.9%
C vs STZ
+11,023.3%
-10,311.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +5.3% | -5.7% | -2.1% |
| 30D | -5.2% | +19.6% | -24.8% | -11.0% |
| 3M | -9.1% | +10.0% | -19.0% | -12.5% |
| 6M | -1.6% | -0.3% | -1.3% | -2.6% |
| YTD | +6.9% | +8.6% | -1.6% | +1.8% |
| 1Y | +23.0% | +16.6% | +6.4% | +13.9% |
| 3Y | +216.1% | -34.8% | +250.9% | +250.3% |
| 5Y | +112.2% | -27.8% | +140.1% | +124.9% |
| 10Y | +208.8% | +12.5% | +196.3% | +179.0% |
| All | +711.9% | +11,023.3% | -10,311.4% | +116.1% |
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 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