+53.9%
F vs STZ
-33.3%
+87.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +5.3% | -1.9% | +7.3% | +6.0% |
| 30D | +4.6% | -1.9% | +6.5% | +5.1% |
| 3M | -3.7% | -6.2% | +2.6% | -2.0% |
| 6M | +16.8% | -14.0% | +30.8% | +21.6% |
| YTD | +15.3% | -5.1% | +20.4% | +14.1% |
| 1Y | +31.0% | -9.6% | +40.6% | +31.8% |
| 3Y | +45.4% | -47.2% | +92.7% | +83.2% |
| All | +53.9% | -33.3% | +87.2% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling