+65.9%
EW vs STZ
-34.9%
+100.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +4.9% | +2.6% | +2.3% | +4.8% |
| 30D | +23.9% | +15.2% | +8.7% | +23.0% |
| 3M | +15.8% | +7.6% | +8.1% | +15.2% |
| 6M | +31.7% | +5.3% | +26.4% | +31.1% |
| YTD | +25.7% | +8.6% | +17.0% | +24.6% |
| 1Y | +24.4% | +15.6% | +8.9% | +22.9% |
| 3Y | +65.9% | -35.2% | +101.0% | +67.0% |
| All | +65.9% | -34.9% | +100.8% | +67.0% |
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