+5.9%
EXC vs STZ
-16.0%
+21.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.0% |
| 7D | +1.2% | -7.4% | +8.6% | +1.6% |
| 30D | -2.7% | -10.9% | +8.2% | -2.1% |
| 3M | -1.0% | -13.4% | +12.5% | -0.3% |
| 6M | -9.3% | -16.2% | +6.9% | -8.7% |
| YTD | +3.6% | -10.4% | +14.1% | +3.8% |
| 1Y | +5.9% | -14.8% | +20.7% | +5.4% |
| All | +5.9% | -16.0% | +21.9% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling