+34.7%
D vs STZ
-9.3%
+44.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.5% | -1.9% | +3.4% | +2.1% |
| 30D | -2.6% | -1.9% | -0.7% | -2.2% |
| 3M | 0.0% | -6.2% | +6.2% | +1.7% |
| 6M | +7.4% | -14.0% | +21.4% | +11.9% |
| YTD | +15.9% | -5.1% | +21.0% | +16.3% |
| 1Y | +18.1% | -9.6% | +27.7% | +19.9% |
| 3Y | +58.4% | -47.2% | +105.6% | +90.5% |
| 5Y | +5.2% | -33.6% | +38.8% | +15.7% |
| All | +34.7% | -9.3% | +44.1% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling