+1,939.2%
EXC vs STZ
+9,621.1%
-7,681.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | -3.7% | -1.9% | -1.8% | -3.5% |
| 3M | -1.3% | -6.2% | +4.9% | -0.3% |
| 6M | -9.7% | -14.0% | +4.3% | -7.7% |
| YTD | +2.9% | -5.1% | +8.0% | +3.2% |
| 1Y | +4.4% | -9.6% | +14.0% | +5.3% |
| 3Y | +22.2% | -47.2% | +69.4% | +34.3% |
| 5Y | +46.7% | -33.6% | +80.3% | +54.4% |
| 10Y | +155.3% | -9.8% | +165.1% | +152.4% |
| All | +1,939.2% | +9,621.1% | -7,681.9% | +1,208.7% |
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