+62.1%
D vs STZ
-47.3%
+109.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | -2.6% | -1.9% | -0.7% | -2.3% |
| 3M | 0.0% | -6.2% | +6.2% | +1.3% |
| 6M | +7.4% | -14.0% | +21.4% | +10.8% |
| YTD | +15.9% | -5.1% | +21.0% | +15.9% |
| 1Y | +18.1% | -9.6% | +27.7% | +19.5% |
| All | +62.1% | -47.3% | +109.3% | +94.1% |
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