+12,471.5%
FIX vs STZ
+3,537.9%
+8,933.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +6.0% | -1.9% | +8.0% | +6.7% |
| 30D | -7.2% | -1.9% | -5.4% | -7.0% |
| 3M | -15.9% | -6.2% | -9.6% | -14.9% |
| 6M | +12.7% | -14.0% | +26.8% | +16.9% |
| YTD | +72.8% | -5.1% | +77.9% | +72.3% |
| 1Y | +122.9% | -9.6% | +132.5% | +124.9% |
| 3Y | +774.3% | -47.2% | +821.6% | +922.9% |
| 5Y | +2,049.5% | -33.6% | +2,083.1% | +2,222.2% |
| 10Y | +5,821.5% | -9.8% | +5,831.2% | +5,610.1% |
| All | +12,471.5% | +3,537.9% | +8,933.6% | +4,671.9% |
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 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