-21.7%
EXE vs STZ
+17.1%
-38.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -2.2% | +5.3% | -7.6% | -2.3% |
| 30D | -0.3% | +19.6% | -19.9% | -1.0% |
| 3M | -9.3% | +10.0% | -19.3% | -9.8% |
| 6M | -7.2% | -0.3% | -7.0% | -7.6% |
| YTD | -18.9% | +8.6% | -27.5% | -19.3% |
| 1Y | -21.7% | +16.6% | -38.3% | -24.6% |
| All | -21.7% | +17.1% | -38.7% | -24.6% |
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 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