+18.5%
D vs STZ
-11.0%
+29.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.5% | -1.9% | +3.4% | +1.6% |
| 30D | -2.6% | -1.9% | -0.7% | -2.5% |
| 3M | 0.0% | -6.2% | +6.2% | +0.6% |
| 6M | +7.4% | -14.0% | +21.4% | +8.5% |
| YTD | +15.9% | -5.1% | +21.0% | +18.0% |
| All | +18.5% | -11.0% | +29.5% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling