+948.1%
FIX vs STZ
-29.7%
+977.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.5% |
| 7D | -17.5% | +4.9% | -22.4% | -17.8% |
| 30D | -41.6% | +20.9% | -62.4% | -42.8% |
| 3M | -40.6% | +8.0% | -48.6% | -41.1% |
| 6M | -49.4% | -5.3% | -44.1% | -48.7% |
| YTD | +9.2% | +5.9% | +3.3% | +6.9% |
| 1Y | +6.5% | +14.2% | -7.8% | +2.3% |
| 3Y | +448.7% | -37.0% | +485.7% | +506.4% |
| All | +948.1% | -29.7% | +977.8% | +922.9% |
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 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