+334.9%
COMP vs STZ
-36.0%
+370.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.6% | -7.5% | -8.0% |
| 7D | -1.8% | +11.8% | -13.6% | -5.0% |
| 30D | -0.8% | +26.0% | -26.7% | -7.4% |
| 3M | -28.1% | +11.5% | -39.7% | -30.5% |
| 6M | +27.0% | -2.0% | +29.0% | +27.4% |
| YTD | -12.8% | +7.9% | -20.6% | -16.6% |
| 1Y | +4.9% | +13.9% | -9.0% | -2.0% |
| All | +334.9% | -36.0% | +370.9% | +379.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling