+6.5%
FIX vs STZ
+13.3%
-6.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +4.7% |
| 7D | -17.5% | +4.9% | -22.4% | -15.6% |
| 30D | -41.6% | +20.9% | -62.4% | -38.0% |
| 3M | -40.6% | +8.0% | -48.6% | -38.0% |
| 6M | -49.4% | -5.3% | -44.1% | -47.0% |
| YTD | +9.2% | +5.9% | +3.3% | +10.4% |
| 1Y | +6.5% | +14.2% | -7.8% | +15.1% |
| All | +6.5% | +13.3% | -6.8% | +15.1% |
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