+44.9%
IR vs STZ
-29.4%
+74.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.5% | +2.6% | 0.0% | +1.7% |
| 30D | +9.2% | +15.2% | -6.0% | +3.9% |
| 3M | +0.9% | +7.6% | -6.7% | -1.9% |
| 6M | +19.2% | +5.3% | +14.0% | +16.4% |
| YTD | +7.5% | +8.6% | -1.2% | +2.5% |
| 1Y | +11.7% | +15.6% | -3.8% | +4.1% |
| 3Y | +23.9% | -35.2% | +59.1% | +39.6% |
| All | +44.9% | -29.4% | +74.2% | +48.6% |
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