-26.3%
EW vs STZ
-33.3%
+7.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | +1.0% | -1.9% | +2.9% | +1.3% |
| 3M | +2.8% | -6.2% | +9.0% | +3.6% |
| 6M | +5.5% | -14.0% | +19.5% | +7.6% |
| YTD | +5.5% | -5.1% | +10.6% | +5.2% |
| 1Y | +11.0% | -9.6% | +20.6% | +11.7% |
| 3Y | +17.7% | -47.2% | +64.9% | +33.9% |
| All | -26.3% | -33.3% | +7.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling