+19.6%
FIX vs STZ
+12.3%
+7.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +4.7% |
| 7D | +6.4% | -0.9% | +7.4% | +6.0% |
| 30D | -29.1% | +14.9% | -44.0% | -25.4% |
| 3M | -31.1% | +8.4% | -39.6% | -27.9% |
| 6M | -42.8% | +2.8% | -45.6% | -40.1% |
| YTD | +24.6% | +7.5% | +17.1% | +25.7% |
| All | +19.6% | +12.3% | +7.3% | +21.9% |
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 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