+690.5%
C vs STZ
+10,752.7%
-10,062.2%
-98.0%
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% | +1.1% |
| 7D | -2.4% | +4.9% | -7.3% | -4.0% |
| 30D | -6.0% | +20.9% | -26.9% | -12.1% |
| 3M | -10.5% | +8.0% | -18.5% | -13.4% |
| 6M | -5.7% | -5.3% | -0.4% | -5.0% |
| YTD | +4.1% | +5.9% | -1.8% | -0.1% |
| 1Y | +20.5% | +14.2% | +6.3% | +12.4% |
| 3Y | +208.1% | -37.0% | +245.1% | +245.3% |
| 5Y | +110.4% | -29.7% | +140.1% | +124.9% |
| 10Y | +234.6% | +5.2% | +229.5% | +208.3% |
| All | +690.5% | +10,752.7% | -10,062.2% | +112.1% |
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