+89.2%
IT vs STZ
+13.4%
+75.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +1.1% | +2.6% | -1.5% | +0.1% |
| 30D | -1.8% | +15.2% | -17.0% | -6.9% |
| 3M | +4.8% | +7.6% | -2.8% | +2.0% |
| 6M | +33.0% | +5.3% | +27.7% | +30.3% |
| YTD | -23.8% | +8.6% | -32.5% | -28.1% |
| 1Y | -16.5% | +15.6% | -32.1% | -23.5% |
| 3Y | -53.6% | -35.2% | -18.5% | -47.0% |
| 5Y | -42.1% | -29.1% | -13.0% | -37.2% |
| All | +89.2% | +13.4% | +75.8% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling