+41.6%
D vs STZ
+3.4%
+38.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | +3.0% | +4.9% | -1.9% | +1.4% |
| 30D | +11.5% | +20.9% | -9.4% | +4.9% |
| 3M | +3.7% | +8.0% | -4.3% | +0.9% |
| 6M | +13.5% | -5.3% | +18.8% | +14.9% |
| YTD | +20.7% | +5.9% | +14.8% | +16.8% |
| 1Y | +18.2% | +14.2% | +4.0% | +11.2% |
| 3Y | +73.3% | -37.0% | +110.3% | +96.1% |
| 5Y | +12.3% | -29.7% | +42.0% | +21.4% |
| All | +41.6% | +3.4% | +38.2% | +25.2% |
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