+284.9%
IR vs STZ
-20.8%
+305.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.8% |
| 7D | +0.6% | -7.4% | +8.0% | +3.9% |
| 30D | -13.6% | -10.9% | -2.7% | -9.4% |
| 3M | +3.7% | -13.4% | +17.1% | +9.7% |
| 6M | -13.1% | -16.2% | +3.1% | -7.0% |
| YTD | -5.1% | -10.4% | +5.3% | -2.3% |
| 1Y | -6.5% | -14.8% | +8.3% | -1.9% |
| 3Y | +8.5% | -50.1% | +58.7% | +41.9% |
| 5Y | +43.3% | -38.8% | +82.1% | +67.2% |
| All | +284.9% | -20.8% | +305.7% | +325.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling