+52.4%
GEV vs STZ
+14.7%
+37.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.3% | -14.6% | -8.1% |
| 7D | -5.1% | +13.0% | -18.1% | -2.8% |
| 30D | -15.8% | +29.4% | -45.2% | -13.2% |
| 3M | -18.2% | +11.6% | -29.8% | -16.0% |
| 6M | -22.4% | -0.2% | -22.1% | -19.1% |
| YTD | +27.7% | +8.6% | +19.2% | +26.8% |
| 1Y | +52.4% | +15.9% | +36.4% | +65.3% |
| All | +52.4% | +14.7% | +37.6% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling