+76.0%
D vs STZ
-35.6%
+111.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | +9.0% | +14.9% | -5.9% | +5.6% |
| 3M | +1.0% | +8.4% | -7.5% | -1.1% |
| 6M | +11.0% | +2.8% | +8.2% | +9.9% |
| YTD | +19.8% | +7.5% | +12.2% | +16.4% |
| 1Y | +16.0% | +12.5% | +3.4% | +11.0% |
| All | +76.0% | -35.6% | +111.6% | +88.6% |
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