+7,433.0%
FIX vs STZ
+4,035.4%
+3,397.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -10.9% | -11.4% |
| 7D | -27.2% | +11.8% | -39.0% | -30.0% |
| 30D | -46.9% | +26.0% | -72.9% | -51.1% |
| 3M | -44.4% | +11.5% | -56.0% | -47.1% |
| 6M | -50.9% | -2.0% | -48.9% | -51.7% |
| YTD | +3.5% | +7.9% | -4.3% | -2.0% |
| 1Y | -2.1% | +13.9% | -16.0% | -9.1% |
| 3Y | +418.7% | -35.8% | +454.6% | +463.7% |
| 5Y | +894.6% | -28.4% | +923.0% | +937.7% |
| 10Y | +3,465.5% | +7.1% | +3,458.4% | +3,126.1% |
| All | +7,433.0% | +4,035.4% | +3,397.6% | +2,614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling