+1,750.7%
D vs STZ
+9,621.1%
-7,870.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +0.4% | -1.9% | +2.4% | +0.7% |
| 30D | -3.6% | -1.9% | -1.7% | -3.3% |
| 3M | -1.0% | -6.2% | +5.2% | -0.1% |
| 6M | +6.3% | -14.0% | +20.3% | +8.5% |
| YTD | +14.7% | -5.1% | +19.8% | +15.1% |
| 1Y | +16.9% | -9.6% | +26.5% | +18.0% |
| 3Y | +56.8% | -47.2% | +104.0% | +71.0% |
| 5Y | +5.2% | -33.6% | +38.8% | +10.6% |
| 10Y | +35.9% | -9.8% | +45.6% | +34.6% |
| All | +1,750.7% | +9,621.1% | -7,870.4% | +1,121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling