+14.5%
FIX vs STZ
+17.1%
-2.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +10.4% |
| 7D | -7.2% | +3.4% | -10.7% | -5.5% |
| 30D | -35.1% | +19.6% | -54.7% | -31.0% |
| 3M | -34.3% | +8.0% | -42.3% | -30.9% |
| 6M | -42.9% | -0.3% | -42.7% | -39.9% |
| YTD | +19.5% | +8.6% | +10.9% | +21.9% |
| All | +14.5% | +17.1% | -2.5% | +24.6% |
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