+122.9%
FIX vs STZ
-10.2%
+133.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.8% |
| 7D | +6.0% | -1.9% | +8.0% | +5.8% |
| 30D | -7.2% | -1.9% | -5.4% | -7.5% |
| 3M | -15.9% | -6.2% | -9.6% | -16.4% |
| 6M | +12.7% | -14.0% | +26.8% | +12.1% |
| YTD | +72.8% | -5.1% | +77.9% | +69.6% |
| 1Y | +122.9% | -9.6% | +132.5% | +117.6% |
| All | +122.9% | -10.2% | +133.1% | +117.6% |
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