+325.3%
IR vs STZ
-6.3%
+331.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.1% |
| 7D | +3.7% | +4.9% | -1.2% | +1.5% |
| 30D | +7.4% | +20.9% | -13.4% | -1.4% |
| 3M | -5.9% | +8.0% | -13.9% | -9.7% |
| 6M | +5.6% | -5.3% | +10.9% | +6.8% |
| YTD | +4.8% | +5.9% | -1.1% | -0.2% |
| 1Y | +6.9% | +14.2% | -7.3% | -1.7% |
| 3Y | +27.6% | -37.0% | +64.5% | +49.4% |
| 5Y | +45.8% | -29.7% | +75.5% | +59.7% |
| All | +325.3% | -6.3% | +331.6% | +334.4% |
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