+14.4%
FIX vs STZ
+14.7%
-0.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.3% | -20.4% | -13.0% |
| 7D | -18.9% | +13.0% | -31.9% | -14.9% |
| 30D | -36.3% | +29.4% | -65.7% | -31.5% |
| 3M | -38.5% | +11.6% | -50.1% | -35.3% |
| 6M | -42.3% | -0.2% | -42.0% | -39.1% |
| YTD | +17.1% | +8.6% | +8.5% | +18.6% |
| 1Y | +14.4% | +15.9% | -1.5% | +18.2% |
| All | +14.4% | +14.7% | -0.3% | +18.2% |
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