+88.1%
IT vs STZ
+11.6%
+76.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -7.5% | +5.3% | -12.8% | -9.4% |
| 30D | -1.2% | +19.6% | -20.8% | -7.6% |
| 3M | -2.2% | +10.0% | -12.2% | -5.6% |
| 6M | +19.1% | -0.3% | +19.3% | +19.0% |
| YTD | -25.1% | +8.6% | -33.7% | -29.3% |
| 1Y | -17.4% | +16.6% | -34.0% | -24.5% |
| 3Y | -54.1% | -34.8% | -19.3% | -47.7% |
| 5Y | -42.7% | -27.8% | -14.8% | -38.3% |
| 10Y | +88.1% | +12.5% | +75.6% | +54.1% |
| All | +88.1% | +11.6% | +76.6% | +54.1% |
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 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