+2,031.7%
EXC vs STZ
+10,752.7%
-8,721.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -1.2% | +4.9% | -6.1% | -2.0% |
| 30D | +10.0% | +20.9% | -10.9% | +6.4% |
| 3M | +1.6% | +8.0% | -6.4% | +0.1% |
| 6M | +3.3% | -5.3% | +8.6% | +3.9% |
| YTD | +7.6% | +5.9% | +1.6% | +5.7% |
| 1Y | +3.5% | +14.2% | -10.7% | +0.2% |
| 3Y | +27.7% | -37.0% | +64.6% | +35.9% |
| 5Y | +41.1% | -29.7% | +70.8% | +46.9% |
| 10Y | +178.2% | +5.2% | +173.0% | +168.0% |
| All | +2,031.7% | +10,752.7% | -8,721.0% | +1,240.7% |
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