+894.6%
FIX vs STZ
-27.7%
+922.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -10.9% | -11.5% |
| 7D | -27.2% | +11.8% | -39.0% | -27.9% |
| 30D | -46.9% | +26.0% | -72.9% | -48.3% |
| 3M | -44.4% | +11.5% | -56.0% | -45.1% |
| 6M | -50.9% | -2.0% | -48.9% | -50.5% |
| YTD | +3.5% | +7.9% | -4.3% | +1.3% |
| 1Y | -2.1% | +13.9% | -16.0% | -5.6% |
| 3Y | +418.7% | -35.8% | +454.6% | +472.9% |
| 5Y | +894.6% | -28.4% | +923.0% | +876.0% |
| All | +894.6% | -27.7% | +922.3% | +876.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling