+7,328.4%
EW vs STZ
+2,687.0%
+4,641.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | +11.0% | +4.9% | +6.1% | +9.8% |
| 30D | +19.1% | +20.9% | -1.8% | +14.0% |
| 3M | +14.4% | +8.0% | +6.4% | +12.1% |
| 6M | +22.8% | -5.3% | +28.1% | +23.6% |
| YTD | +19.8% | +5.9% | +13.9% | +16.9% |
| 1Y | +23.9% | +14.2% | +9.7% | +18.7% |
| 3Y | +52.2% | -37.0% | +89.2% | +64.2% |
| 5Y | -13.9% | -29.7% | +15.8% | -9.9% |
| 10Y | +241.9% | +5.2% | +236.7% | +220.0% |
| All | +7,328.4% | +2,687.0% | +4,641.4% | +4,306.6% |
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