+48.8%
D vs STZ
+12.6%
+36.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +8.4% | +14.7% | -6.3% | +3.7% |
| 3M | +0.2% | +8.8% | -8.6% | -2.7% |
| 6M | +9.5% | +3.1% | +6.4% | +7.8% |
| YTD | +18.8% | +7.9% | +10.9% | +14.3% |
| 1Y | +14.7% | +14.2% | +0.5% | +7.9% |
| 3Y | +72.9% | -35.2% | +108.1% | +93.8% |
| 5Y | +13.1% | -29.6% | +42.7% | +22.2% |
| All | +48.8% | +12.6% | +36.2% | +26.0% |
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