+2,105.4%
FIX vs STZ
-33.3%
+2,138.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +6.0% | -1.9% | +8.0% | +6.4% |
| 30D | -7.2% | -1.9% | -5.4% | -7.2% |
| 3M | -15.9% | -6.2% | -9.6% | -15.4% |
| 6M | +12.7% | -14.0% | +26.8% | +15.3% |
| YTD | +72.8% | -5.1% | +77.9% | +71.2% |
| 1Y | +122.9% | -9.6% | +132.5% | +123.2% |
| 3Y | +774.3% | -47.2% | +821.6% | +921.1% |
| All | +2,105.4% | -33.3% | +2,138.7% | +2,082.4% |
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