+65.2%
EFA vs STZ
-34.9%
+100.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.2% | +2.6% | -0.3% | +1.9% |
| 30D | +1.4% | +15.2% | -13.8% | -0.5% |
| 3M | -4.2% | +7.6% | -11.8% | -5.1% |
| 6M | +1.9% | +5.3% | -3.4% | +1.1% |
| YTD | +10.2% | +8.6% | +1.6% | +7.9% |
| 1Y | +12.8% | +15.6% | -2.8% | +9.1% |
| 3Y | +65.2% | -35.2% | +100.4% | +75.2% |
| All | +65.2% | -34.9% | +100.1% | +75.2% |
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