-15.8%
F vs STZ
-29.7%
+13.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +1.6% | +4.9% | -3.4% | +0.1% |
| 30D | +2.6% | +20.9% | -18.2% | -3.4% |
| 3M | -8.8% | +8.0% | -16.8% | -11.2% |
| 6M | +4.6% | -5.3% | +9.9% | +5.8% |
| YTD | -1.9% | +5.9% | -7.8% | -6.4% |
| 1Y | -0.8% | +14.2% | -15.0% | -8.4% |
| 3Y | +43.5% | -37.0% | +80.4% | +66.3% |
| All | -15.8% | -29.7% | +13.9% | -7.7% |
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 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