+809.5%
C vs STZ
+9,621.1%
-8,811.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +3.6% | -1.9% | +5.5% | +4.3% |
| 30D | +0.1% | -1.9% | +1.9% | +0.5% |
| 3M | +2.4% | -6.2% | +8.7% | +4.1% |
| 6M | +24.9% | -14.0% | +38.9% | +30.2% |
| YTD | +19.8% | -5.1% | +24.9% | +19.9% |
| 1Y | +44.9% | -9.6% | +54.4% | +46.7% |
| 3Y | +263.0% | -47.2% | +310.2% | +334.3% |
| 5Y | +129.5% | -33.6% | +163.1% | +151.1% |
| 10Y | +291.6% | -9.8% | +301.4% | +281.4% |
| All | +809.5% | +9,621.1% | -8,811.6% | +154.6% |
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