+1,027.6%
FIX vs STZ
-29.4%
+1,056.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | +9.4% | +2.6% | +6.9% | +9.3% |
| 30D | -27.8% | +15.2% | -43.0% | -28.7% |
| 3M | -35.6% | +7.6% | -43.2% | -35.9% |
| 6M | -45.2% | +5.3% | -50.5% | -45.5% |
| YTD | +19.5% | +8.6% | +10.8% | +16.8% |
| 1Y | +24.2% | +15.6% | +8.7% | +19.6% |
| 3Y | +494.2% | -35.2% | +529.3% | +554.7% |
| All | +1,027.6% | -29.4% | +1,056.9% | +1,031.0% |
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