+67.3%
F vs STZ
+13.4%
+53.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.1% | +2.6% | -5.7% | -4.2% |
| 30D | 0.0% | +15.2% | -15.2% | -6.1% |
| 3M | -13.2% | +7.6% | -20.9% | -16.3% |
| 6M | -10.2% | +5.3% | -15.5% | -13.3% |
| YTD | -4.9% | +8.6% | -13.6% | -11.1% |
| 1Y | -6.1% | +15.6% | -21.7% | -15.0% |
| 3Y | +46.0% | -35.2% | +81.1% | +70.2% |
| 5Y | -15.7% | -29.1% | +13.4% | -7.1% |
| All | +67.3% | +13.4% | +53.9% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling