+5,892.0%
FIX vs STZ
-9.8%
+5,901.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +6.0% | -1.9% | +8.0% | +6.8% |
| 30D | -7.2% | -1.9% | -5.4% | -6.9% |
| 3M | -15.9% | -6.2% | -9.6% | -14.7% |
| 6M | +12.7% | -14.0% | +26.8% | +17.9% |
| YTD | +72.8% | -5.1% | +77.9% | +71.2% |
| 1Y | +122.9% | -9.6% | +132.5% | +124.4% |
| 3Y | +774.3% | -47.2% | +821.6% | +989.2% |
| 5Y | +2,049.5% | -33.6% | +2,083.1% | +2,233.8% |
| All | +5,892.0% | -9.8% | +5,901.7% | +5,302.9% |
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