+90.0%
IT vs STZ
-10.3%
+100.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.1% |
| 7D | -12.7% | -4.1% | -8.6% | -11.3% |
| 30D | -8.9% | -7.6% | -1.3% | -6.2% |
| 3M | +10.1% | -12.3% | +22.4% | +15.5% |
| 6M | +7.3% | -16.3% | +23.6% | +13.6% |
| YTD | -32.4% | -8.4% | -24.0% | -31.9% |
| 1Y | -26.6% | -10.8% | -15.8% | -25.7% |
| 3Y | -51.8% | -49.0% | -2.8% | -39.7% |
| 5Y | -45.6% | -36.5% | -9.1% | -39.0% |
| All | +90.0% | -10.3% | +100.3% | +73.6% |
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 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